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 | 0.76% | 88.55 % | 89.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'124 CHF | 89'799 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 88.85 % | 89.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'502 CHF | 89'165 CHF | 97.46% | 97.46% |
18.11.2024 | 0.75% | 88.65 % | 89.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'499 CHF | 89'164 CHF | 99.19% | 99.19% |
15.11.2024 | 0.75% | 88.80 % | 89.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'208 CHF | 89'882 CHF | 98.27% | 98.27% |
14.11.2024 | 0.75% | 90.25 % | 90.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'532 CHF | 90'209 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 88.30 % | 89.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'187 CHF | 88'851 CHF | 97.52% | 97.52% |
12.11.2024 | 0.75% | 88.60 % | 89.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'181 CHF | 89'852 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 90.95 % | 91.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'135 CHF | 91'824 CHF | 99.58% | 99.58% |
08.11.2024 | 0.75% | 90.35 % | 91.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'468 CHF | 91'149 CHF | 54.76% | 54.76% |
07.11.2024 | 0.75% | 91.60 % | 92.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'113 CHF | 92'808 CHF | 96.24% | 96.24% |