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% | 82.84 % | 83.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 50'298 CHF | 50'697 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 83.67 % | 84.33 % | 60'000 | 60'000 | 60'000 | 60'000 | 50'094 CHF | 50'492 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 84.50 % | 85.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 50'525 CHF | 50'926 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 85.85 % | 86.53 % | 60'000 | 60'000 | 60'000 | 60'000 | 52'090 CHF | 52'503 CHF | 80.67% | 80.67% |
14.11.2024 | 0.79% | 88.32 % | 89.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 52'940 CHF | 53'359 CHF | 99.71% | 99.71% |
13.11.2024 | 0.79% | 86.93 % | 87.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 52'206 CHF | 52'621 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 88.16 % | 88.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'224 CHF | 53'646 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 89.79 % | 90.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'929 CHF | 54'355 CHF | 84.60% | 84.60% |
08.11.2024 | 0.79% | 88.72 % | 89.42 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'295 CHF | 53'717 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 90.17 % | 90.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'763 CHF | 54'189 CHF | 88.65% | 88.65% |