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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.75% | 97.10 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'464 CHF | 98'199 CHF | 99.75% | 99.75% |
25.11.2024 | 0.75% | 97.30 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'250 CHF | 97'981 CHF | 100.00% | 100.00% |
22.11.2024 | 0.75% | 97.35 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'107 CHF | 97'839 CHF | 100.00% | 100.00% |
20.11.2024 | 0.75% | 97.00 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'246 CHF | 97'978 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 97.50 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'372 CHF | 98'101 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 97.50 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'337 CHF | 98'072 CHF | 99.35% | 99.35% |
15.11.2024 | 0.75% | 97.10 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'102 CHF | 97'834 CHF | 98.36% | 98.36% |
14.11.2024 | 0.75% | 97.85 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'023 CHF | 97'754 CHF | 99.52% | 99.52% |
13.11.2024 | 0.75% | 96.00 % | 96.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'643 CHF | 96'361 CHF | 98.05% | 98.05% |
12.11.2024 | 0.75% | 95.45 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'982 CHF | 96'705 CHF | 100.00% | 100.00% |