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% | 98.25 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'300 CHF | 99'042 CHF | 99.38% | 99.38% |
19.11.2024 | 0.75% | 97.85 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'520 CHF | 98'256 CHF | 97.08% | 97.08% |
18.11.2024 | 0.75% | 97.55 % | 98.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'215 CHF | 97'949 CHF | 90.58% | 90.58% |
15.11.2024 | 0.75% | 97.35 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'649 CHF | 99'393 CHF | 96.09% | 96.09% |
14.11.2024 | 0.75% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'434 CHF | 101'190 CHF | 99.44% | 99.44% |
13.11.2024 | 0.74% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'125 CHF | 100'869 CHF | 96.65% | 96.65% |
12.11.2024 | 0.75% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'555 CHF | 101'315 CHF | 97.57% | 97.57% |
11.11.2024 | 0.76% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'443 CHF | 101'212 CHF | 56.65% | 56.65% |
08.11.2024 | 0.76% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'981 CHF | 100'744 CHF | 54.23% | 54.23% |
07.11.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'402 CHF | 100'151 CHF | 94.24% | 94.24% |