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% | 83.45 % | 84.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'173 CHF | 84'807 CHF | 99.19% | 99.19% |
19.11.2024 | 0.75% | 83.85 % | 84.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'436 CHF | 84'062 CHF | 96.90% | 96.90% |
18.11.2024 | 0.75% | 83.55 % | 84.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'438 CHF | 84'063 CHF | 93.76% | 93.76% |
15.11.2024 | 0.75% | 83.80 % | 84.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'291 CHF | 84'928 CHF | 97.45% | 97.45% |
14.11.2024 | 0.75% | 85.50 % | 86.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'630 CHF | 85'267 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 83.25 % | 83.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'071 CHF | 83'697 CHF | 96.68% | 96.68% |
12.11.2024 | 0.75% | 83.60 % | 84.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'228 CHF | 84'863 CHF | 99.31% | 99.31% |
11.11.2024 | 0.75% | 86.20 % | 86.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'401 CHF | 87'053 CHF | 98.75% | 98.75% |
08.11.2024 | 0.75% | 85.50 % | 86.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'631 CHF | 86'274 CHF | 54.09% | 54.09% |
07.11.2024 | 0.75% | 87.05 % | 87.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'628 CHF | 88'287 CHF | 95.51% | 95.51% |