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% | 98.95 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'954 CHF | 99'696 CHF | 99.80% | 99.80% |
19.11.2024 | 0.75% | 98.75 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'449 CHF | 99'191 CHF | 95.52% | 95.52% |
18.11.2024 | 0.75% | 98.50 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'187 CHF | 98'930 CHF | 90.95% | 90.95% |
15.11.2024 | 0.75% | 98.20 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'257 CHF | 100'004 CHF | 72.79% | 72.79% |
14.11.2024 | 0.75% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'685 CHF | 101'445 CHF | 99.34% | 99.34% |
13.11.2024 | 0.75% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'400 CHF | 101'156 CHF | 97.58% | 97.58% |
12.11.2024 | 0.76% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'724 CHF | 101'491 CHF | 87.45% | 87.45% |
11.11.2024 | 0.76% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'739 CHF | 101'502 CHF | 56.31% | 56.31% |
08.11.2024 | 0.75% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'365 CHF | 101'124 CHF | 55.01% | 55.01% |
07.11.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'922 CHF | 100'672 CHF | 94.63% | 94.63% |