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% | 100.83 % | 101.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'553 CHF | 61'033 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.71 % | 101.51 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'446 CHF | 60'926 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.91 % | 101.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'649 CHF | 61'129 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.22 % | 102.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'798 CHF | 61'279 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.96 % | 101.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'576 CHF | 61'056 CHF | 99.71% | 99.71% |
13.11.2024 | 0.79% | 100.72 % | 101.52 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'433 CHF | 60'913 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.80 % | 101.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'687 CHF | 61'167 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.31 % | 102.11 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'746 CHF | 61'226 CHF | 84.60% | 84.60% |
08.11.2024 | 0.79% | 101.02 % | 101.82 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'570 CHF | 61'050 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.63 % | 101.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'320 CHF | 60'800 CHF | 100.00% | 100.00% |