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% | 100.47 % | 101.27 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'246 CHF | 60'726 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.29 % | 101.09 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'329 CHF | 60'809 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.12 % | 100.91 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'275 CHF | 60'755 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.44 % | 101.24 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'293 CHF | 60'773 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.45 % | 101.25 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'179 CHF | 60'659 CHF | 99.70% | 99.70% |
13.11.2024 | 0.79% | 100.24 % | 101.04 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'201 CHF | 60'681 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.38 % | 101.18 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'511 CHF | 60'991 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.92 % | 101.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'327 CHF | 60'807 CHF | 84.60% | 84.60% |
08.11.2024 | 0.79% | 100.59 % | 101.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'498 CHF | 60'977 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.95 % | 101.75 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'976 CHF | 60'451 CHF | 91.49% | 91.49% |