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% | 99.79 % | 100.58 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'885 CHF | 60'359 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 99.86 % | 100.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'914 CHF | 60'388 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 99.67 % | 100.46 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'840 CHF | 60'314 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 99.69 % | 100.48 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'849 CHF | 60'323 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 99.88 % | 100.67 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'808 CHF | 60'282 CHF | 99.71% | 99.71% |
13.11.2024 | 0.79% | 99.48 % | 100.27 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'646 CHF | 60'120 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 99.46 % | 100.25 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'698 CHF | 60'172 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 99.64 % | 100.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'804 CHF | 60'278 CHF | 84.63% | 84.63% |
08.11.2024 | 0.79% | 99.61 % | 100.40 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'814 CHF | 60'288 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 99.73 % | 100.52 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'833 CHF | 60'307 CHF | 100.00% | 100.00% |