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% | 74.65 % | 75.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'860 CHF | 75'425 CHF | 90.16% | 90.16% |
19.11.2024 | 0.75% | 75.55 % | 76.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 75'542 CHF | 76'110 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 77.10 % | 77.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'533 CHF | 78'118 CHF | 99.33% | 99.33% |
15.11.2024 | 0.75% | 77.35 % | 77.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'987 CHF | 77'568 CHF | 98.26% | 98.26% |
14.11.2024 | 0.75% | 76.20 % | 76.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 75'249 CHF | 75'816 CHF | 87.83% | 87.83% |
13.11.2024 | 0.75% | 74.35 % | 74.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'923 CHF | 74'480 CHF | 97.17% | 97.17% |
12.11.2024 | 0.75% | 73.20 % | 73.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'842 CHF | 74'400 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 76.00 % | 76.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 75'961 CHF | 76'534 CHF | 99.99% | 99.99% |
08.11.2024 | 0.75% | 75.20 % | 75.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'236 CHF | 76'810 CHF | 55.01% | 55.01% |
07.11.2024 | 0.75% | 81.25 % | 81.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'009 CHF | 81'620 CHF | 97.45% | 97.45% |