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 | 0.75% | 95.60 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'228 CHF | 96'952 CHF | 62.25% | 62.25% |
19.11.2024 | 0.75% | 95.70 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'153 CHF | 95'873 CHF | 92.93% | 92.93% |
18.11.2024 | 0.75% | 96.05 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'352 CHF | 98'082 CHF | 76.62% | 76.62% |
15.11.2024 | 0.75% | 98.55 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'651 CHF | 99'396 CHF | 92.00% | 92.00% |
14.11.2024 | 0.75% | 98.55 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'562 CHF | 98'295 CHF | 52.41% | 52.41% |
13.11.2024 | 0.75% | 96.70 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'956 CHF | 97'688 CHF | 73.58% | 73.58% |
12.11.2024 | 0.75% | 96.75 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'341 CHF | 98'072 CHF | 90.79% | 90.79% |
11.11.2024 | 0.75% | 98.25 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'693 CHF | 99'437 CHF | 91.70% | 91.70% |
08.11.2024 | 0.76% | 98.25 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'483 CHF | 99'230 CHF | 55.14% | 55.14% |
07.11.2024 | 0.75% | 99.45 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'644 CHF | 100'392 CHF | 74.40% | 74.40% |