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% | 91.14 % | 91.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'033 CHF | 55'470 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 91.86 % | 92.59 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'116 CHF | 55'554 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 91.60 % | 92.33 % | 60'000 | 60'000 | 60'000 | 60'000 | 54'976 CHF | 55'412 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 91.99 % | 92.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'366 CHF | 55'804 CHF | 80.27% | 80.27% |
14.11.2024 | 0.79% | 94.01 % | 94.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'209 CHF | 56'655 CHF | 99.67% | 99.67% |
13.11.2024 | 0.79% | 93.20 % | 93.94 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'080 CHF | 56'525 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 94.96 % | 95.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'959 CHF | 57'410 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 94.72 % | 95.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'746 CHF | 57'196 CHF | 84.65% | 84.65% |
08.11.2024 | 0.79% | 93.97 % | 94.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'435 CHF | 56'884 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 93.66 % | 94.40 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'185 CHF | 56'629 CHF | 100.00% | 100.00% |