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% | 88.20 % | 88.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'908 CHF | 89'576 CHF | 98.83% | 98.83% |
19.11.2024 | 0.75% | 88.50 % | 89.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'166 CHF | 88'828 CHF | 79.59% | 79.59% |
18.11.2024 | 0.75% | 88.15 % | 88.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'066 CHF | 88'727 CHF | 88.34% | 88.34% |
15.11.2024 | 0.75% | 88.40 % | 89.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'896 CHF | 89'568 CHF | 96.83% | 96.83% |
14.11.2024 | 0.75% | 90.20 % | 90.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'318 CHF | 89'994 CHF | 99.36% | 99.36% |
13.11.2024 | 0.75% | 88.00 % | 88.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'808 CHF | 88'472 CHF | 96.13% | 96.13% |
12.11.2024 | 0.76% | 88.20 % | 88.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'819 CHF | 89'493 CHF | 98.89% | 98.89% |
11.11.2024 | 0.75% | 90.55 % | 91.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'797 CHF | 91'481 CHF | 97.75% | 97.75% |
08.11.2024 | 0.75% | 89.90 % | 90.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'972 CHF | 90'648 CHF | 53.41% | 53.41% |
07.11.2024 | 0.75% | 91.40 % | 92.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'943 CHF | 92'639 CHF | 78.70% | 78.70% |