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% | 98.40 % | 99.18 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'037 CHF | 59'505 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 98.19 % | 98.97 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'775 CHF | 59'242 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 97.42 % | 98.19 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'462 CHF | 58'925 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 98.32 % | 99.10 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'467 CHF | 59'939 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.19 % | 100.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'111 CHF | 60'585 CHF | 99.70% | 99.70% |
13.11.2024 | 0.79% | 100.20 % | 100.99 % | 60'000 | 60'000 | 60'000 | 59'553 | 60'018 CHF | 60'041 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.64 % | 101.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'349 CHF | 60'829 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.50 % | 101.30 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'306 CHF | 60'786 CHF | 84.59% | 84.59% |
08.11.2024 | 0.79% | 100.09 % | 100.88 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'005 CHF | 60'479 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.11 % | 100.90 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'843 CHF | 60'317 CHF | 100.00% | 100.00% |