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% | 89.90 % | 90.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'482 CHF | 91'166 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 90.15 % | 90.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'811 CHF | 90'488 CHF | 97.46% | 97.46% |
18.11.2024 | 0.75% | 90.00 % | 90.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'841 CHF | 90'518 CHF | 99.35% | 99.35% |
15.11.2024 | 0.75% | 90.20 % | 90.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'603 CHF | 91'289 CHF | 98.30% | 98.30% |
14.11.2024 | 0.75% | 91.65 % | 92.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'930 CHF | 91'616 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 89.60 % | 90.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'487 CHF | 90'160 CHF | 97.55% | 97.55% |
12.11.2024 | 0.75% | 89.90 % | 90.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'465 CHF | 91'146 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 92.15 % | 92.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'318 CHF | 93'015 CHF | 99.79% | 99.79% |
08.11.2024 | 0.75% | 91.55 % | 92.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'690 CHF | 92'379 CHF | 54.92% | 54.92% |
07.11.2024 | 0.75% | 92.90 % | 93.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'394 CHF | 94'099 CHF | 96.26% | 96.26% |