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% | 95.10 % | 95.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'052 CHF | 95'770 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 95.00 % | 95.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'800 CHF | 95'517 CHF | 99.99% | 99.99% |
18.11.2024 | 0.75% | 94.05 % | 94.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'916 CHF | 94'621 CHF | 99.48% | 99.48% |
15.11.2024 | 0.75% | 93.70 % | 94.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'836 CHF | 94'541 CHF | 98.53% | 98.53% |
14.11.2024 | 0.75% | 94.95 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'704 CHF | 95'415 CHF | 98.83% | 98.83% |
13.11.2024 | 0.74% | 94.40 % | 95.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'492 CHF | 95'197 CHF | 71.23% | 71.23% |
12.11.2024 | 0.76% | 95.50 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'757 CHF | 96'488 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 96.35 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'454 CHF | 97'186 CHF | 99.81% | 99.81% |
08.11.2024 | 0.76% | 95.50 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'561 CHF | 96'289 CHF | 55.11% | 55.11% |
07.11.2024 | 0.76% | 95.55 % | 96.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'798 CHF | 96'524 CHF | 97.61% | 97.61% |