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% | 96.15 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'476 CHF | 97'203 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 96.35 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'401 CHF | 97'129 CHF | 99.99% | 99.99% |
18.11.2024 | 0.75% | 97.15 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'963 CHF | 97'693 CHF | 99.36% | 99.36% |
15.11.2024 | 0.75% | 97.10 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'351 CHF | 98'082 CHF | 98.36% | 98.36% |
14.11.2024 | 0.75% | 97.75 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'177 CHF | 97'911 CHF | 94.67% | 94.67% |
13.11.2024 | 0.75% | 96.50 % | 97.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'213 CHF | 96'939 CHF | 98.00% | 98.00% |
12.11.2024 | 0.75% | 96.50 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'682 CHF | 97'409 CHF | 52.47% | 52.47% |
11.11.2024 | 0.75% | 97.05 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'136 CHF | 97'867 CHF | 99.95% | 99.95% |
08.11.2024 | 0.75% | 96.70 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'244 CHF | 97'975 CHF | 54.87% | 54.87% |
07.11.2024 | 0.75% | 98.30 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'326 CHF | 99'068 CHF | 94.01% | 94.01% |