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% | 68.40 % | 68.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 68'600 CHF | 69'116 CHF | 90.16% | 90.16% |
19.11.2024 | 0.75% | 69.25 % | 69.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 69'221 CHF | 69'744 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 70.70 % | 71.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'091 CHF | 71'628 CHF | 99.44% | 99.44% |
15.11.2024 | 0.75% | 70.95 % | 71.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 70'599 CHF | 71'132 CHF | 98.41% | 98.41% |
14.11.2024 | 0.75% | 69.85 % | 70.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 68'986 CHF | 69'508 CHF | 87.83% | 87.83% |
13.11.2024 | 0.75% | 68.15 % | 68.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 67'778 CHF | 68'290 CHF | 97.33% | 97.33% |
12.11.2024 | 0.75% | 67.10 % | 67.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 67'693 CHF | 68'204 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 69.70 % | 70.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 69'627 CHF | 70'152 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 68.95 % | 69.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 69'898 CHF | 70'423 CHF | 55.14% | 55.14% |
07.11.2024 | 0.75% | 74.65 % | 75.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'401 CHF | 74'961 CHF | 97.61% | 97.61% |