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% | 93.28 % | 94.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'119 CHF | 56'563 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 93.19 % | 93.93 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'300 CHF | 56'745 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 94.69 % | 95.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'465 CHF | 56'914 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 93.88 % | 94.62 % | 50'000 | 60'000 | 58'577 | 60'000 | 54'854 CHF | 56'636 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 92.98 % | 93.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'550 CHF | 55'990 CHF | 99.67% | 99.67% |
13.11.2024 | 0.79% | 90.27 % | 90.99 % | 60'000 | 60'000 | 55'151 | 60'000 | 49'855 CHF | 54'677 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 90.45 % | 91.17 % | 60'000 | 60'000 | 45'474 | 60'000 | 41'366 CHF | 55'030 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 91.69 % | 92.42 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'098 CHF | 55'536 CHF | 84.63% | 84.63% |
08.11.2024 | 0.79% | 90.10 % | 90.81 % | 60'000 | 60'000 | 59'797 | 60'000 | 54'452 CHF | 55'071 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 92.22 % | 92.95 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'558 CHF | 55'998 CHF | 100.00% | 100.00% |