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 | 1.13% | 88.37 % | 89.37 % | 70'000 | 70'000 | 70'000 | 70'000 | 61'844 CHF | 62'544 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 87.89 % | 88.89 % | 70'000 | 70'000 | 70'000 | 70'000 | 61'608 CHF | 62'308 CHF | 55.30% | 55.30% |
18.11.2024 | 1.12% | 89.05 % | 90.05 % | 70'000 | 70'000 | 70'000 | 70'000 | 62'122 CHF | 62'822 CHF | 100.00% | 100.00% |
15.11.2024 | 1.10% | 89.47 % | 90.47 % | 70'000 | 70'000 | 70'000 | 70'000 | 63'256 CHF | 63'956 CHF | 100.00% | 100.00% |
14.11.2024 | 1.08% | 91.64 % | 92.64 % | 70'000 | 70'000 | 70'000 | 70'000 | 64'208 CHF | 64'908 CHF | 81.38% | 81.38% |
13.11.2024 | 1.09% | 90.82 % | 91.82 % | 70'000 | 70'000 | 70'000 | 70'000 | 63'639 CHF | 64'339 CHF | 100.00% | 100.00% |
12.11.2024 | 1.08% | 91.28 % | 92.28 % | 70'000 | 70'000 | 70'000 | 70'000 | 64'500 CHF | 65'200 CHF | 100.00% | 100.00% |
11.11.2024 | 1.07% | 92.98 % | 93.98 % | 70'000 | 70'000 | 70'000 | 70'000 | 65'288 CHF | 65'988 CHF | 99.86% | 99.86% |
08.11.2024 | 1.07% | 92.55 % | 93.55 % | 70'000 | 70'000 | 70'000 | 70'000 | 64'959 CHF | 65'659 CHF | 97.13% | 97.13% |
07.11.2024 | 1.07% | 93.19 % | 94.19 % | 70'000 | 70'000 | 70'000 | 70'000 | 65'377 CHF | 66'077 CHF | 100.00% | 100.00% |