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% | 98.55 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'680 CHF | 99'423 CHF | 39.07% | 39.07% |
19.11.2024 | 0.75% | 97.95 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'795 CHF | 98'533 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 98.25 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'121 CHF | 98'855 CHF | 99.47% | 99.47% |
15.11.2024 | 0.75% | 97.85 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'942 CHF | 98'681 CHF | 84.77% | 84.77% |
14.11.2024 | 0.75% | 98.25 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'995 CHF | 98'732 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 97.75 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'796 CHF | 98'532 CHF | 97.78% | 97.78% |
12.11.2024 | 0.75% | 98.10 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'470 CHF | 99'213 CHF | 99.58% | 99.58% |
11.11.2024 | 0.78% | 98.90 % | 99.65 % | 100'000 | 100'000 | 97'407 | 97'407 | 96'129 CHF | 96'868 CHF | 98.65% | 98.65% |
08.11.2024 | 0.75% | 98.20 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'277 CHF | 99'016 CHF | 55.16% | 55.16% |
07.11.2024 | 0.75% | 98.95 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'059 CHF | 99'803 CHF | 97.63% | 97.63% |