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% | 92.75 % | 93.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'153 CHF | 93'853 CHF | 99.32% | 99.32% |
19.11.2024 | 0.75% | 92.90 % | 93.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'908 CHF | 93'608 CHF | 99.25% | 99.25% |
18.11.2024 | 0.75% | 93.95 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'683 CHF | 94'386 CHF | 98.50% | 98.50% |
15.11.2024 | 0.75% | 93.70 % | 94.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'070 CHF | 94'776 CHF | 97.32% | 97.32% |
14.11.2024 | 0.75% | 94.45 % | 95.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'745 CHF | 94'451 CHF | 94.67% | 94.67% |
13.11.2024 | 0.75% | 92.90 % | 93.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'556 CHF | 93'253 CHF | 97.04% | 97.04% |
12.11.2024 | 0.75% | 92.90 % | 93.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'080 CHF | 93'780 CHF | 51.66% | 51.66% |
11.11.2024 | 0.75% | 93.65 % | 94.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'790 CHF | 94'499 CHF | 98.81% | 98.81% |
08.11.2024 | 0.75% | 93.35 % | 94.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'960 CHF | 94'668 CHF | 53.79% | 53.79% |
07.11.2024 | 0.75% | 96.10 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'119 CHF | 96'844 CHF | 93.15% | 93.15% |