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% | 94.51 % | 95.26 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'111 CHF | 57'564 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 94.90 % | 95.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'135 CHF | 57'587 CHF | 77.04% | 77.04% |
18.11.2024 | 0.79% | 95.45 % | 96.21 % | 60'000 | 60'000 | 60'000 | 48'038 | 57'590 CHF | 46'456 CHF | 98.18% | 98.18% |
15.11.2024 | 0.79% | 97.42 % | 98.19 % | 60'000 | 60'000 | 48'023 | 60'000 | 47'172 CHF | 59'384 CHF | 90.15% | 90.15% |
14.11.2024 | 0.79% | 99.45 % | 100.24 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'136 CHF | 59'604 CHF | 97.53% | 97.53% |
13.11.2024 | 0.79% | 95.86 % | 96.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'807 CHF | 58'265 CHF | 98.38% | 98.38% |
12.11.2024 | 0.79% | 97.62 % | 98.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'371 CHF | 58'833 CHF | 83.10% | 83.10% |
11.11.2024 | 0.79% | 96.42 % | 97.18 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'712 CHF | 58'170 CHF | 84.64% | 84.64% |
08.11.2024 | 0.79% | 93.95 % | 94.70 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'609 CHF | 57'059 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 94.41 % | 95.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'136 CHF | 56'582 CHF | 99.52% | 99.52% |