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% | 98.10 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'312 CHF | 99'054 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 98.35 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'381 CHF | 99'121 CHF | 99.99% | 99.99% |
18.11.2024 | 0.75% | 98.85 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'718 CHF | 99'463 CHF | 99.33% | 99.33% |
15.11.2024 | 0.75% | 98.75 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'921 CHF | 99'665 CHF | 98.33% | 98.33% |
14.11.2024 | 0.75% | 99.40 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'966 CHF | 99'714 CHF | 94.67% | 94.67% |
13.11.2024 | 0.75% | 98.45 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'258 CHF | 98'999 CHF | 97.98% | 97.98% |
12.11.2024 | 0.75% | 98.40 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'517 CHF | 99'261 CHF | 52.47% | 52.47% |
11.11.2024 | 0.75% | 98.80 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'842 CHF | 99'587 CHF | 99.30% | 99.30% |
08.11.2024 | 0.75% | 98.45 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'880 CHF | 99'624 CHF | 54.23% | 54.23% |
07.11.2024 | 0.75% | 99.50 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'518 CHF | 100'269 CHF | 93.99% | 93.99% |