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% | 96.05 % | 96.81 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'928 CHF | 58'389 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 96.10 % | 96.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'909 CHF | 58'370 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 96.87 % | 97.64 % | 60'000 | 60'000 | 57'942 | 60'000 | 55'863 CHF | 58'304 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 96.57 % | 97.34 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'067 CHF | 58'529 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 97.00 % | 97.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'045 CHF | 58'506 CHF | 99.70% | 99.70% |
13.11.2024 | 0.79% | 95.24 % | 96.00 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'434 CHF | 57'890 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 95.57 % | 96.33 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'534 CHF | 57'990 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 96.40 % | 97.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'899 CHF | 58'359 CHF | 84.64% | 84.64% |
08.11.2024 | 0.79% | 96.41 % | 97.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'128 CHF | 58'589 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 97.22 % | 97.99 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'504 CHF | 58'968 CHF | 100.00% | 100.00% |