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% | 87.80 % | 88.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'067 CHF | 88'731 CHF | 90.16% | 90.16% |
19.11.2024 | 0.75% | 88.85 % | 89.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'844 CHF | 89'512 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 90.40 % | 91.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'881 CHF | 91'566 CHF | 99.28% | 99.28% |
15.11.2024 | 0.75% | 90.85 % | 91.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'463 CHF | 91'146 CHF | 97.70% | 97.70% |
14.11.2024 | 0.75% | 89.65 % | 90.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'544 CHF | 89'214 CHF | 87.83% | 87.83% |
13.11.2024 | 0.75% | 87.40 % | 88.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'911 CHF | 87'569 CHF | 96.62% | 96.62% |
12.11.2024 | 0.75% | 86.05 % | 86.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'787 CHF | 87'442 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 89.20 % | 89.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'149 CHF | 89'820 CHF | 99.91% | 99.91% |
08.11.2024 | 0.75% | 88.25 % | 88.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'295 CHF | 89'966 CHF | 54.92% | 54.92% |
07.11.2024 | 0.75% | 93.75 % | 94.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'552 CHF | 94'256 CHF | 96.89% | 96.89% |