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% | 98.37 % | 99.15 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'056 CHF | 59'524 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 99.91 % | 100.70 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'002 CHF | 60'476 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 99.98 % | 100.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'026 CHF | 60'500 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.24 % | 101.03 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'153 CHF | 60'630 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.21 % | 101.00 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'102 CHF | 60'576 CHF | 99.69% | 99.69% |
13.11.2024 | 0.79% | 100.01 % | 100.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'038 CHF | 60'512 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.32 % | 101.12 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'265 CHF | 60'745 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.48 % | 101.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'276 CHF | 60'756 CHF | 84.61% | 84.61% |
08.11.2024 | 0.79% | 100.26 % | 101.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'159 CHF | 60'636 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.27 % | 101.07 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'116 CHF | 60'593 CHF | 100.00% | 100.00% |