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% | 92.59 % | 93.32 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'724 CHF | 56'167 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 92.66 % | 93.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'784 CHF | 56'227 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 93.55 % | 94.29 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'957 CHF | 56'401 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 92.92 % | 93.66 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'737 CHF | 56'180 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 92.31 % | 93.04 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'208 CHF | 55'646 CHF | 99.67% | 99.67% |
13.11.2024 | 0.79% | 90.20 % | 90.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'992 CHF | 54'419 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 89.87 % | 90.58 % | 60'000 | 60'000 | 60'000 | 60'000 | 54'384 CHF | 54'816 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 91.13 % | 91.85 % | 60'000 | 60'000 | 60'000 | 60'000 | 54'881 CHF | 55'317 CHF | 84.61% | 84.61% |
08.11.2024 | 0.79% | 91.05 % | 91.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'149 CHF | 55'586 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 92.72 % | 93.46 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'793 CHF | 56'237 CHF | 100.00% | 100.00% |