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% | 95.25 % | 95.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'600 CHF | 96'321 CHF | 99.24% | 99.24% |
19.11.2024 | 0.75% | 95.40 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'449 CHF | 96'169 CHF | 99.18% | 99.18% |
18.11.2024 | 0.75% | 96.30 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'158 CHF | 96'882 CHF | 98.44% | 98.44% |
15.11.2024 | 0.75% | 96.20 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'505 CHF | 97'233 CHF | 97.24% | 97.24% |
14.11.2024 | 0.75% | 96.90 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'325 CHF | 97'053 CHF | 94.67% | 94.67% |
13.11.2024 | 0.75% | 95.60 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'306 CHF | 96'025 CHF | 96.93% | 96.93% |
12.11.2024 | 0.75% | 95.60 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'748 CHF | 96'471 CHF | 51.55% | 51.55% |
11.11.2024 | 0.75% | 96.30 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'398 CHF | 97'126 CHF | 98.71% | 98.71% |
08.11.2024 | 0.75% | 95.90 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'484 CHF | 97'214 CHF | 53.68% | 53.68% |
07.11.2024 | 0.75% | 97.80 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'835 CHF | 98'572 CHF | 93.08% | 93.08% |