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 | 0.80% | 74.56 % | 75.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 44'671 CHF | 45'031 CHF | 96.90% | 96.90% |
19.11.2024 | 0.82% | 73.35 % | 73.95 % | 60'000 | 60'000 | 60'000 | 60'000 | 43'583 CHF | 43'943 CHF | 93.34% | 93.34% |
18.11.2024 | 0.82% | 73.46 % | 74.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 43'670 CHF | 44'030 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 72.62 % | 73.22 % | 60'000 | 60'000 | 60'000 | 60'000 | 44'565 CHF | 44'925 CHF | 80.39% | 80.39% |
14.11.2024 | 0.79% | 75.58 % | 76.18 % | 60'000 | 60'000 | 60'000 | 60'000 | 45'419 CHF | 45'780 CHF | 99.68% | 99.68% |
13.11.2024 | 0.79% | 75.96 % | 76.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 46'066 CHF | 46'431 CHF | 53.35% | 53.35% |
12.11.2024 | 0.79% | 77.13 % | 77.74 % | 60'000 | 60'000 | 60'000 | 59'119 | 46'303 CHF | 45'991 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 78.90 % | 79.53 % | 60'000 | 60'000 | 60'000 | 60'000 | 47'492 CHF | 47'869 CHF | 84.61% | 84.61% |
08.11.2024 | 0.79% | 78.25 % | 78.87 % | 60'000 | 60'000 | 60'000 | 60'000 | 47'311 CHF | 47'687 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 79.29 % | 79.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 48'068 CHF | 48'450 CHF | 93.36% | 93.36% |