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% | 95.85 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'161 CHF | 96'885 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 95.85 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'874 CHF | 96'598 CHF | 99.92% | 99.92% |
18.11.2024 | 0.75% | 96.10 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'034 CHF | 96'757 CHF | 90.92% | 90.92% |
15.11.2024 | 0.75% | 96.30 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'502 CHF | 97'226 CHF | 98.52% | 98.52% |
14.11.2024 | 0.75% | 96.55 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'435 CHF | 97'161 CHF | 79.10% | 79.10% |
13.11.2024 | 0.75% | 96.10 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'189 CHF | 96'914 CHF | 74.52% | 74.52% |
12.11.2024 | 0.75% | 96.50 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'987 CHF | 97'718 CHF | 74.47% | 74.47% |
11.11.2024 | 0.79% | 96.70 % | 97.40 % | 100'000 | 100'000 | 96'661 | 96'661 | 93'651 CHF | 94'373 CHF | 74.49% | 74.49% |
08.11.2024 | 0.75% | 96.35 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'403 CHF | 97'128 CHF | 54.53% | 54.53% |
07.11.2024 | 0.75% | 96.65 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'636 CHF | 97'363 CHF | 97.44% | 97.44% |