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% | 93.70 % | 94.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'167 CHF | 94'876 CHF | 98.99% | 98.99% |
19.11.2024 | 0.75% | 93.95 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'674 CHF | 94'378 CHF | 96.70% | 96.70% |
18.11.2024 | 0.75% | 93.80 % | 94.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'689 CHF | 94'393 CHF | 98.27% | 98.27% |
15.11.2024 | 0.75% | 94.00 % | 94.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'341 CHF | 95'051 CHF | 97.16% | 97.16% |
14.11.2024 | 0.74% | 95.20 % | 95.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'624 CHF | 95'331 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 93.45 % | 94.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'342 CHF | 94'046 CHF | 96.44% | 96.44% |
12.11.2024 | 0.75% | 93.60 % | 94.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'060 CHF | 94'769 CHF | 99.07% | 99.07% |
11.11.2024 | 0.75% | 95.55 % | 96.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'700 CHF | 96'423 CHF | 98.60% | 98.60% |
08.11.2024 | 0.75% | 95.05 % | 95.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'156 CHF | 95'872 CHF | 53.90% | 53.90% |
07.11.2024 | 0.75% | 96.15 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'504 CHF | 97'235 CHF | 95.36% | 95.36% |