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% | 93.85 % | 94.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'143 CHF | 94'850 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 94.50 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'335 CHF | 95'045 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 94.50 % | 95.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'281 CHF | 94'992 CHF | 99.39% | 99.39% |
15.11.2024 | 0.75% | 93.95 % | 94.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'999 CHF | 94'711 CHF | 98.45% | 98.45% |
14.11.2024 | 0.75% | 94.85 % | 95.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'979 CHF | 94'690 CHF | 99.52% | 99.52% |
13.11.2024 | 0.75% | 92.85 % | 93.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'462 CHF | 93'160 CHF | 98.15% | 98.15% |
12.11.2024 | 0.75% | 92.35 % | 93.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'904 CHF | 93'604 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 93.40 % | 94.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'820 CHF | 94'525 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 93.80 % | 94.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'994 CHF | 94'700 CHF | 55.09% | 55.09% |
07.11.2024 | 0.75% | 94.35 % | 95.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'780 CHF | 95'495 CHF | 97.65% | 97.65% |