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% | 99.47 % | 100.26 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'798 CHF | 60'272 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 99.43 % | 100.22 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'711 CHF | 60'185 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 99.55 % | 100.34 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'772 CHF | 60'246 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 99.86 % | 100.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'928 CHF | 60'402 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 99.84 % | 100.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'872 CHF | 60'346 CHF | 99.68% | 99.68% |
13.11.2024 | 0.79% | 99.72 % | 100.51 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'849 CHF | 60'323 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.03 % | 100.82 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'019 CHF | 60'493 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.12 % | 100.91 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'058 CHF | 60'532 CHF | 84.59% | 84.59% |
08.11.2024 | 0.79% | 99.93 % | 100.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'959 CHF | 60'433 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 99.98 % | 100.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'921 CHF | 60'395 CHF | 100.00% | 100.00% |