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 | 3.00% | 96.21 % | 99.14 % | 100'000 | 45'000 | 100'000 | 45'096 | 96'032 CHF | 44'626 CHF | 99.83% | 99.83% |
19.11.2024 | 3.00% | 95.46 % | 98.37 % | 100'000 | 50'000 | 100'000 | 50'000 | 95'007 CHF | 48'951 CHF | 99.71% | 99.71% |
18.11.2024 | 3.00% | 95.08 % | 97.98 % | 100'000 | 50'000 | 100'000 | 50'000 | 94'848 CHF | 48'868 CHF | 99.98% | 99.98% |
15.11.2024 | 3.00% | 96.56 % | 99.50 % | 100'000 | 40'000 | 100'000 | 44'615 | 96'166 CHF | 44'208 CHF | 100.00% | 100.00% |
14.11.2024 | 3.00% | 95.66 % | 98.51 % | 100'000 | 50'000 | 100'000 | 50'000 | 95'451 CHF | 49'180 CHF | 62.63% | 99.97% |
13.11.2024 | 3.00% | 96.55 % | 99.49 % | 100'000 | 50'000 | 100'000 | 50'000 | 95'712 CHF | 49'314 CHF | 99.95% | 99.95% |
12.11.2024 | 3.00% | 96.33 % | 99.26 % | 100'000 | 50'000 | 100'000 | 50'000 | 96'095 CHF | 49'511 CHF | 99.94% | 99.94% |
11.11.2024 | 3.00% | 95.95 % | 98.87 % | 100'000 | 50'000 | 100'000 | 50'000 | 95'824 CHF | 49'372 CHF | 21.16% | 21.16% |
08.11.2024 | 3.00% | 93.18 % | 96.02 % | 100'000 | 30'000 | 100'000 | 38'312 | 92'465 CHF | 36'490 CHF | 99.89% | 99.89% |
07.11.2024 | 3.00% | 91.92 % | 94.72 % | 100'000 | 30'000 | 100'000 | 30'706 | 90'696 CHF | 28'698 CHF | 99.92% | 99.92% |