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% | 95.71 % | 96.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'475 CHF | 57'931 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 95.60 % | 96.36 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'516 CHF | 57'972 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 95.95 % | 96.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'488 CHF | 57'944 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 95.46 % | 96.22 % | 60'000 | 60'000 | 60'000 | 59'575 | 57'287 CHF | 57'336 CHF | 95.94% | 95.94% |
14.11.2024 | 0.79% | 94.91 % | 95.66 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'631 CHF | 57'081 CHF | 99.69% | 99.69% |
13.11.2024 | 0.79% | 94.60 % | 95.35 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'178 CHF | 57'633 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 94.87 % | 95.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'186 CHF | 57'639 CHF | 99.73% | 99.73% |
11.11.2024 | 0.79% | 96.16 % | 96.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'978 CHF | 58'439 CHF | 84.62% | 84.62% |
08.11.2024 | 0.79% | 97.04 % | 97.81 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'762 CHF | 59'230 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 99.56 % | 100.35 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'571 CHF | 60'044 CHF | 88.33% | 88.33% |