Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.79% | 99.95 % | 100.74 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'134 CHF | 60'610 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.37 % | 101.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'162 CHF | 60'639 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.52 % | 101.32 % | 60'000 | 60'000 | 58'936 | 60'000 | 59'084 CHF | 60'627 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 99.82 % | 100.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'913 CHF | 60'387 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.29 % | 101.09 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'986 CHF | 60'461 CHF | 99.70% | 99.70% |
13.11.2024 | 0.79% | 98.98 % | 99.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'115 CHF | 59'583 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 98.21 % | 98.99 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'224 CHF | 59'692 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 99.18 % | 99.97 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'647 CHF | 60'121 CHF | 84.64% | 84.64% |
08.11.2024 | 0.79% | 99.19 % | 99.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'820 CHF | 60'294 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 99.75 % | 100.54 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'050 CHF | 60'525 CHF | 100.00% | 100.00% |