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% | 96.25 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'227 CHF | 96'955 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 96.20 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'988 CHF | 96'712 CHF | 99.99% | 99.99% |
18.11.2024 | 0.76% | 95.30 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'190 CHF | 95'916 CHF | 99.41% | 99.41% |
15.11.2024 | 0.75% | 95.00 % | 95.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'136 CHF | 95'853 CHF | 98.41% | 98.41% |
14.11.2024 | 0.75% | 96.15 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'907 CHF | 96'631 CHF | 98.83% | 98.83% |
13.11.2024 | 0.74% | 95.65 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'718 CHF | 96'434 CHF | 71.14% | 71.14% |
12.11.2024 | 0.75% | 96.65 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'864 CHF | 97'594 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 97.40 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'467 CHF | 98'198 CHF | 99.81% | 99.81% |
08.11.2024 | 0.76% | 96.65 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'700 CHF | 97'441 CHF | 55.11% | 55.11% |
07.11.2024 | 0.75% | 96.60 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'797 CHF | 97'530 CHF | 97.67% | 97.67% |