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% | 97.00 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'287 CHF | 98'018 CHF | 87.11% | 87.11% |
19.11.2024 | 0.75% | 97.50 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'251 CHF | 97'983 CHF | 96.77% | 96.77% |
18.11.2024 | 0.75% | 97.35 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'342 CHF | 98'075 CHF | 83.91% | 83.91% |
15.11.2024 | 0.75% | 97.85 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'891 CHF | 98'626 CHF | 84.24% | 84.24% |
14.11.2024 | 0.75% | 97.80 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'574 CHF | 98'308 CHF | 89.20% | 89.20% |
13.11.2024 | 0.75% | 97.70 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'765 CHF | 98'504 CHF | 85.26% | 85.26% |
12.11.2024 | 0.75% | 97.85 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'159 CHF | 98'899 CHF | 77.59% | 77.59% |
11.11.2024 | 0.75% | 99.40 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'471 CHF | 100'220 CHF | 96.67% | 96.67% |
08.11.2024 | 0.75% | 99.15 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'334 CHF | 100'078 CHF | 38.63% | 38.63% |
07.11.2024 | 0.75% | 99.60 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'665 CHF | 100'420 CHF | 90.50% | 90.50% |