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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.75% | 82.30 % | 82.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'850 CHF | 82'468 CHF | 99.90% | 99.90% |
20.11.2024 | 0.75% | 83.05 % | 83.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'336 CHF | 83'966 CHF | 90.16% | 90.16% |
19.11.2024 | 0.76% | 84.20 % | 84.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'179 CHF | 84'821 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 86.10 % | 86.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'588 CHF | 87'239 CHF | 99.31% | 99.31% |
15.11.2024 | 0.75% | 86.40 % | 87.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'927 CHF | 86'575 CHF | 98.41% | 98.41% |
14.11.2024 | 0.75% | 84.95 % | 85.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'741 CHF | 84'372 CHF | 87.83% | 87.83% |
13.11.2024 | 0.75% | 82.50 % | 83.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'987 CHF | 82'606 CHF | 97.35% | 97.35% |
12.11.2024 | 0.75% | 81.05 % | 81.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'885 CHF | 82'502 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 84.65 % | 85.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'564 CHF | 85'202 CHF | 99.92% | 99.92% |
08.11.2024 | 0.75% | 83.55 % | 84.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'793 CHF | 85'430 CHF | 54.98% | 54.98% |