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 | 1.16% | 85.37 % | 86.37 % | 70'000 | 70'000 | 70'000 | 70'000 | 60'187 CHF | 60'887 CHF | 100.00% | 100.00% |
19.11.2024 | 1.16% | 86.22 % | 87.22 % | 70'000 | 70'000 | 70'000 | 70'000 | 59'894 CHF | 60'594 CHF | 55.30% | 55.30% |
18.11.2024 | 1.14% | 87.16 % | 88.16 % | 70'000 | 70'000 | 70'000 | 70'000 | 61'205 CHF | 61'905 CHF | 100.00% | 100.00% |
15.11.2024 | 1.13% | 87.78 % | 88.78 % | 70'000 | 70'000 | 70'000 | 70'000 | 61'658 CHF | 62'358 CHF | 100.00% | 100.00% |
14.11.2024 | 1.15% | 87.22 % | 88.22 % | 70'000 | 70'000 | 70'000 | 70'000 | 60'716 CHF | 61'416 CHF | 81.38% | 81.38% |
13.11.2024 | 1.14% | 86.84 % | 87.84 % | 70'000 | 70'000 | 70'000 | 70'000 | 60'874 CHF | 61'574 CHF | 100.00% | 100.00% |
12.11.2024 | 1.13% | 87.49 % | 88.49 % | 70'000 | 70'000 | 70'000 | 70'000 | 61'766 CHF | 62'466 CHF | 97.85% | 97.85% |
11.11.2024 | 1.09% | 91.14 % | 92.14 % | 70'000 | 70'000 | 70'000 | 70'000 | 63'905 CHF | 64'605 CHF | 99.86% | 99.86% |
08.11.2024 | 1.10% | 90.05 % | 91.05 % | 70'000 | 70'000 | 70'000 | 70'000 | 63'344 CHF | 64'044 CHF | 97.13% | 97.13% |
07.11.2024 | 1.08% | 92.12 % | 93.12 % | 70'000 | 70'000 | 70'000 | 70'000 | 64'523 CHF | 65'223 CHF | 100.00% | 100.00% |