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% | 86.15 % | 86.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'633 CHF | 87'286 CHF | 98.80% | 98.80% |
19.11.2024 | 0.75% | 86.25 % | 86.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'297 CHF | 86'946 CHF | 99.13% | 99.13% |
18.11.2024 | 0.75% | 87.55 % | 88.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'265 CHF | 87'922 CHF | 98.23% | 98.23% |
15.11.2024 | 0.75% | 87.15 % | 87.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'623 CHF | 88'283 CHF | 97.00% | 97.00% |
14.11.2024 | 0.75% | 87.75 % | 88.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'969 CHF | 87'622 CHF | 94.60% | 94.60% |
13.11.2024 | 0.75% | 86.00 % | 86.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'594 CHF | 86'238 CHF | 96.87% | 96.87% |
12.11.2024 | 0.75% | 86.10 % | 86.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'345 CHF | 86'996 CHF | 51.50% | 51.50% |
11.11.2024 | 0.75% | 87.45 % | 88.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'582 CHF | 88'242 CHF | 98.81% | 98.81% |
08.11.2024 | 0.75% | 87.05 % | 87.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'836 CHF | 88'496 CHF | 53.71% | 53.71% |
07.11.2024 | 0.75% | 90.85 % | 91.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'898 CHF | 91'584 CHF | 92.94% | 92.94% |