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% | 97.63 % | 98.40 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'763 CHF | 59'230 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 98.00 % | 98.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'610 CHF | 59'075 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 97.83 % | 98.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'778 CHF | 59'246 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 97.12 % | 97.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'956 CHF | 59'423 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 99.15 % | 99.94 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'200 CHF | 59'669 CHF | 99.68% | 99.68% |
13.11.2024 | 0.79% | 98.31 % | 99.09 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'018 CHF | 59'486 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 98.49 % | 99.27 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'298 CHF | 59'766 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 99.08 % | 99.87 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'685 CHF | 60'159 CHF | 84.60% | 84.60% |
08.11.2024 | 0.79% | 99.30 % | 100.09 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'599 CHF | 60'073 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 99.55 % | 100.34 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'738 CHF | 60'212 CHF | 100.00% | 100.00% |