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% | 93.86 % | 94.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'137 CHF | 56'582 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 93.18 % | 93.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'937 CHF | 56'380 CHF | 98.01% | 98.01% |
18.11.2024 | 0.79% | 92.03 % | 92.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'218 CHF | 55'656 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 92.86 % | 93.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'778 CHF | 56'222 CHF | 96.63% | 96.63% |
14.11.2024 | 0.79% | 92.91 % | 93.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'837 CHF | 56'281 CHF | 99.67% | 99.67% |
13.11.2024 | 0.79% | 92.52 % | 93.25 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'915 CHF | 56'358 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 93.83 % | 94.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'054 CHF | 56'499 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 93.06 % | 93.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 54'868 CHF | 55'302 CHF | 81.68% | 81.68% |
08.11.2024 | 0.79% | 91.19 % | 91.91 % | 60'000 | 60'000 | 59'938 | 60'000 | 54'853 CHF | 55'347 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 90.01 % | 90.72 % | 60'000 | 60'000 | 37'878 | 60'000 | 34'906 CHF | 55'844 CHF | 93.03% | 93.03% |