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% | 99.35 % | 100.14 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'712 CHF | 60'186 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 99.28 % | 100.07 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'528 CHF | 60'002 CHF | 95.31% | 95.31% |
18.11.2024 | 0.79% | 101.12 % | 101.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'596 CHF | 61'076 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.99 % | 101.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'784 CHF | 61'264 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.55 % | 102.36 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'900 CHF | 61'383 CHF | 99.70% | 99.70% |
13.11.2024 | 0.79% | 101.17 % | 101.97 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'750 CHF | 61'230 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 101.41 % | 102.21 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'947 CHF | 61'433 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.75 % | 102.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'047 CHF | 61'533 CHF | 84.60% | 84.60% |
08.11.2024 | 0.79% | 101.43 % | 102.23 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'870 CHF | 61'351 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.59 % | 102.40 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'890 CHF | 61'373 CHF | 100.00% | 100.00% |