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% | 91.15 % | 91.87 % | 60'000 | 60'000 | 60'000 | 60'000 | 54'868 CHF | 55'302 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 91.23 % | 91.95 % | 60'000 | 60'000 | 60'000 | 60'000 | 54'958 CHF | 55'394 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 92.69 % | 93.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'228 CHF | 55'667 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 91.61 % | 92.34 % | 60'000 | 60'000 | 60'000 | 60'000 | 54'982 CHF | 55'419 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 90.72 % | 91.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 54'204 CHF | 54'635 CHF | 99.68% | 99.68% |
13.11.2024 | 0.79% | 88.77 % | 89.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 52'675 CHF | 53'093 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 87.58 % | 88.27 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'089 CHF | 53'509 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 88.87 % | 89.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'627 CHF | 54'053 CHF | 84.63% | 84.63% |
08.11.2024 | 0.79% | 89.05 % | 89.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'995 CHF | 54'422 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 91.04 % | 91.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 54'776 CHF | 55'210 CHF | 86.97% | 86.97% |