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% | 93.05 % | 93.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'246 CHF | 93'949 CHF | 90.16% | 90.16% |
19.11.2024 | 0.75% | 93.80 % | 94.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'784 CHF | 94'491 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 94.90 % | 95.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'362 CHF | 96'082 CHF | 99.52% | 99.52% |
15.11.2024 | 0.75% | 95.60 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'257 CHF | 95'974 CHF | 98.57% | 98.57% |
14.11.2024 | 0.75% | 94.85 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'887 CHF | 94'595 CHF | 87.83% | 87.83% |
13.11.2024 | 0.75% | 92.95 % | 93.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'501 CHF | 93'197 CHF | 97.48% | 97.48% |
12.11.2024 | 0.75% | 91.70 % | 92.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'193 CHF | 92'889 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 94.10 % | 94.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'043 CHF | 94'749 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 93.35 % | 94.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'241 CHF | 94'950 CHF | 55.20% | 55.20% |
07.11.2024 | 0.75% | 97.35 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'184 CHF | 97'916 CHF | 97.76% | 97.76% |