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 | 0.74% | 99.05 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'289 CHF | 100'032 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 99.20 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'216 CHF | 99'965 CHF | 99.99% | 99.99% |
18.11.2024 | 0.75% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'665 CHF | 100'418 CHF | 99.37% | 99.37% |
15.11.2024 | 0.75% | 99.80 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'003 CHF | 100'752 CHF | 98.46% | 98.46% |
14.11.2024 | 0.75% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'907 CHF | 100'657 CHF | 94.67% | 94.67% |
13.11.2024 | 0.75% | 99.35 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'161 CHF | 99'908 CHF | 98.08% | 98.08% |
12.11.2024 | 0.75% | 99.25 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'362 CHF | 100'107 CHF | 52.47% | 52.47% |
11.11.2024 | 0.75% | 99.55 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'633 CHF | 100'387 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 99.30 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'675 CHF | 100'423 CHF | 54.97% | 54.97% |
07.11.2024 | 0.75% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'626 CHF | 101'384 CHF | 94.12% | 94.12% |