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% | 94.35 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'767 CHF | 95'481 CHF | 98.66% | 98.66% |
19.11.2024 | 0.75% | 94.55 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'565 CHF | 95'279 CHF | 99.01% | 99.01% |
18.11.2024 | 0.75% | 95.60 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'385 CHF | 96'104 CHF | 98.09% | 98.09% |
15.11.2024 | 0.75% | 95.45 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'820 CHF | 96'543 CHF | 96.95% | 96.95% |
14.11.2024 | 0.75% | 96.30 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'574 CHF | 96'295 CHF | 94.54% | 94.54% |
13.11.2024 | 0.75% | 94.75 % | 95.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'395 CHF | 95'106 CHF | 96.81% | 96.81% |
12.11.2024 | 0.75% | 94.75 % | 95.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'953 CHF | 95'668 CHF | 51.42% | 51.42% |
11.11.2024 | 0.75% | 95.55 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'683 CHF | 96'403 CHF | 98.71% | 98.71% |
08.11.2024 | 0.75% | 95.15 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'845 CHF | 96'565 CHF | 53.60% | 53.60% |
07.11.2024 | 0.75% | 97.25 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'294 CHF | 98'028 CHF | 92.86% | 92.86% |