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% | 84.00 % | 84.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'677 CHF | 85'315 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 84.30 % | 84.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'935 CHF | 84'562 CHF | 97.46% | 97.46% |
18.11.2024 | 0.75% | 84.00 % | 84.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'949 CHF | 84'582 CHF | 94.51% | 94.51% |
15.11.2024 | 0.75% | 84.30 % | 84.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'771 CHF | 85'409 CHF | 98.21% | 98.21% |
14.11.2024 | 0.75% | 85.90 % | 86.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'088 CHF | 85'726 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 83.75 % | 84.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'597 CHF | 84'228 CHF | 97.45% | 97.45% |
12.11.2024 | 0.75% | 84.10 % | 84.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'723 CHF | 85'362 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 86.65 % | 87.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'847 CHF | 87'501 CHF | 99.65% | 99.65% |
08.11.2024 | 0.75% | 86.00 % | 86.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'114 CHF | 86'760 CHF | 54.75% | 54.75% |
07.11.2024 | 0.75% | 87.40 % | 88.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'993 CHF | 88'657 CHF | 96.19% | 96.19% |