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% | 100.53 % | 101.33 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'306 CHF | 60'786 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.19 % | 100.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'137 CHF | 60'613 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 99.96 % | 100.75 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'272 CHF | 60'752 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.63 % | 101.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'403 CHF | 60'883 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.70 % | 101.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'339 CHF | 60'819 CHF | 99.72% | 99.72% |
13.11.2024 | 0.79% | 100.40 % | 101.20 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'224 CHF | 60'703 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.75 % | 101.55 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'502 CHF | 60'982 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.94 % | 101.74 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'536 CHF | 61'016 CHF | 84.65% | 84.65% |
08.11.2024 | 0.79% | 100.68 % | 101.48 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'409 CHF | 60'889 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.69 % | 101.49 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'362 CHF | 60'842 CHF | 100.00% | 100.00% |