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% | 100.87 % | 101.67 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'522 CHF | 61'002 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.76 % | 101.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'484 CHF | 60'964 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.85 % | 101.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'478 CHF | 60'958 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.77 % | 101.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'439 CHF | 60'919 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.66 % | 101.46 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'390 CHF | 60'870 CHF | 99.69% | 99.69% |
13.11.2024 | 0.79% | 100.72 % | 101.52 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'397 CHF | 60'877 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.66 % | 101.46 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'454 CHF | 60'934 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.81 % | 101.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'491 CHF | 60'971 CHF | 84.64% | 84.64% |
08.11.2024 | 0.79% | 100.63 % | 101.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'415 CHF | 60'895 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.81 % | 101.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'497 CHF | 60'977 CHF | 100.00% | 100.00% |