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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.75% | 71.85 % | 72.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'482 CHF | 72'024 CHF | 99.39% | 99.39% |
20.11.2024 | 0.75% | 72.40 % | 72.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 72'602 CHF | 73'150 CHF | 89.22% | 89.22% |
19.11.2024 | 0.75% | 73.25 % | 73.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'253 CHF | 73'805 CHF | 99.22% | 99.22% |
18.11.2024 | 0.75% | 74.80 % | 75.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 75'244 CHF | 75'814 CHF | 98.34% | 98.34% |
15.11.2024 | 0.75% | 75.10 % | 75.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'733 CHF | 75'295 CHF | 97.16% | 97.16% |
14.11.2024 | 0.75% | 73.90 % | 74.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'000 CHF | 73'551 CHF | 87.83% | 87.83% |
13.11.2024 | 0.75% | 72.10 % | 72.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'710 CHF | 72'250 CHF | 96.06% | 96.06% |
12.11.2024 | 0.75% | 71.00 % | 71.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'634 CHF | 72'174 CHF | 99.03% | 99.03% |
11.11.2024 | 0.75% | 73.75 % | 74.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'707 CHF | 74'263 CHF | 98.77% | 98.77% |
08.11.2024 | 0.75% | 73.00 % | 73.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'986 CHF | 74'543 CHF | 53.98% | 53.98% |