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% | 95.30 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'598 CHF | 96'319 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 95.90 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'726 CHF | 96'449 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 95.90 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'688 CHF | 96'409 CHF | 99.27% | 99.27% |
15.11.2024 | 0.75% | 95.40 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'419 CHF | 96'139 CHF | 98.33% | 98.33% |
14.11.2024 | 0.75% | 96.20 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'376 CHF | 96'098 CHF | 99.52% | 99.52% |
13.11.2024 | 0.75% | 94.30 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'936 CHF | 94'648 CHF | 98.02% | 98.02% |
12.11.2024 | 0.74% | 93.80 % | 94.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'337 CHF | 95'037 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 94.80 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'204 CHF | 95'918 CHF | 99.96% | 99.96% |
08.11.2024 | 0.76% | 95.15 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'356 CHF | 96'079 CHF | 54.97% | 54.97% |
07.11.2024 | 0.75% | 95.65 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'019 CHF | 96'742 CHF | 97.55% | 97.55% |