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% | 57.55 % | 58.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 57'757 CHF | 58'192 CHF | 90.16% | 90.16% |
19.11.2024 | 0.75% | 58.30 % | 58.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'278 CHF | 58'718 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 59.55 % | 60.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'932 CHF | 60'383 CHF | 99.17% | 99.17% |
15.11.2024 | 0.75% | 59.85 % | 60.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'527 CHF | 59'974 CHF | 98.23% | 98.23% |
14.11.2024 | 0.75% | 58.85 % | 59.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'111 CHF | 58'548 CHF | 87.83% | 87.83% |
13.11.2024 | 0.75% | 57.45 % | 57.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 57'104 CHF | 57'531 CHF | 97.15% | 97.15% |
12.11.2024 | 0.75% | 56.55 % | 57.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 57'039 CHF | 57'467 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 58.75 % | 59.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'711 CHF | 59'152 CHF | 99.95% | 99.95% |
08.11.2024 | 0.75% | 58.15 % | 58.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'960 CHF | 59'401 CHF | 54.95% | 54.95% |
07.11.2024 | 0.75% | 63.15 % | 63.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 62'923 CHF | 63'398 CHF | 97.43% | 97.43% |