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% | 94.00 % | 94.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'534 CHF | 95'246 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 94.30 % | 95.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'978 CHF | 94'684 CHF | 97.46% | 97.46% |
18.11.2024 | 0.75% | 94.10 % | 94.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'942 CHF | 94'649 CHF | 99.39% | 99.39% |
15.11.2024 | 0.75% | 94.30 % | 95.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'656 CHF | 95'366 CHF | 98.46% | 98.46% |
14.11.2024 | 0.75% | 95.70 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'055 CHF | 95'772 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 93.95 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'818 CHF | 94'525 CHF | 97.72% | 97.72% |
12.11.2024 | 0.75% | 94.05 % | 94.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'607 CHF | 95'320 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 95.80 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'975 CHF | 96'702 CHF | 99.79% | 99.79% |
08.11.2024 | 0.75% | 95.30 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'341 CHF | 96'058 CHF | 54.98% | 54.98% |
07.11.2024 | 0.75% | 96.40 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'798 CHF | 97'527 CHF | 96.44% | 96.44% |