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% | 90.05 % | 90.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'285 CHF | 90'966 CHF | 90.16% | 90.16% |
19.11.2024 | 0.75% | 91.00 % | 91.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'013 CHF | 91'698 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 92.35 % | 93.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'735 CHF | 93'434 CHF | 99.42% | 99.42% |
15.11.2024 | 0.75% | 92.70 % | 93.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'367 CHF | 93'063 CHF | 98.37% | 98.37% |
14.11.2024 | 0.75% | 91.70 % | 92.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'737 CHF | 91'421 CHF | 87.83% | 87.83% |
13.11.2024 | 0.75% | 89.75 % | 90.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'307 CHF | 89'980 CHF | 97.29% | 97.29% |
12.11.2024 | 0.75% | 88.55 % | 89.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'224 CHF | 89'897 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 91.35 % | 92.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'282 CHF | 91'971 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 90.50 % | 91.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'484 CHF | 92'174 CHF | 55.12% | 55.12% |
07.11.2024 | 0.75% | 95.25 % | 95.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'039 CHF | 95'755 CHF | 97.57% | 97.57% |