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% | 99.20 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'441 CHF | 100'187 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 99.20 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'220 CHF | 99'969 CHF | 99.92% | 99.92% |
18.11.2024 | 0.75% | 99.35 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'305 CHF | 100'054 CHF | 90.90% | 90.90% |
15.11.2024 | 0.75% | 99.55 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'686 CHF | 100'438 CHF | 98.48% | 98.48% |
14.11.2024 | 0.75% | 99.70 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'631 CHF | 100'382 CHF | 79.21% | 79.21% |
13.11.2024 | 0.76% | 99.40 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'458 CHF | 100'214 CHF | 74.48% | 74.48% |
12.11.2024 | 0.76% | 99.70 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'086 CHF | 100'846 CHF | 74.33% | 74.33% |
11.11.2024 | 0.79% | 99.85 % | 100.60 % | 100'000 | 100'000 | 96'661 | 96'661 | 96'653 CHF | 97'401 CHF | 74.49% | 74.49% |
08.11.2024 | 0.75% | 99.60 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'622 CHF | 100'374 CHF | 54.49% | 54.49% |
07.11.2024 | 0.75% | 99.80 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'792 CHF | 100'543 CHF | 97.40% | 97.40% |