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% | 97.90 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'167 CHF | 98'908 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 97.95 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'938 CHF | 98'675 CHF | 99.92% | 99.92% |
18.11.2024 | 0.75% | 98.10 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'059 CHF | 98'800 CHF | 90.85% | 90.85% |
15.11.2024 | 0.75% | 98.30 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'438 CHF | 99'177 CHF | 98.43% | 98.43% |
14.11.2024 | 0.75% | 98.45 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'359 CHF | 99'102 CHF | 79.26% | 79.26% |
13.11.2024 | 0.75% | 98.05 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'118 CHF | 98'856 CHF | 74.43% | 74.43% |
12.11.2024 | 0.75% | 98.35 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'749 CHF | 99'494 CHF | 74.28% | 74.28% |
11.11.2024 | 0.79% | 98.50 % | 99.25 % | 100'000 | 100'000 | 96'661 | 96'661 | 95'388 CHF | 96'125 CHF | 74.49% | 74.49% |
08.11.2024 | 0.75% | 98.35 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'309 CHF | 99'047 CHF | 54.45% | 54.45% |
07.11.2024 | 0.75% | 98.50 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'472 CHF | 99'215 CHF | 97.37% | 97.37% |