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 | 1.03% | 96.10 % | 97.10 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'200 CHF | 48'700 CHF | 97.95% | 97.95% |
19.11.2024 | 1.04% | 96.00 % | 97.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 47'978 CHF | 48'478 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.70 % | 97.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'259 CHF | 48'659 CHF | 99.93% | 99.93% |
15.11.2024 | 0.82% | 96.40 % | 97.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'353 CHF | 48'753 CHF | 99.38% | 99.38% |
14.11.2024 | 1.03% | 97.10 % | 98.10 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'453 CHF | 48'953 CHF | 99.92% | 99.92% |
13.11.2024 | 1.03% | 96.70 % | 97.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'294 CHF | 48'794 CHF | 99.89% | 99.89% |
12.11.2024 | 0.82% | 96.80 % | 97.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'581 CHF | 48'981 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.50 % | 98.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'758 CHF | 49'158 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 96.80 % | 97.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'399 CHF | 48'899 CHF | 100.00% | 100.00% |
07.11.2024 | 1.03% | 97.00 % | 98.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'447 CHF | 48'947 CHF | 99.76% | 99.76% |