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% | 96.50 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'014 CHF | 97'744 CHF | 99.28% | 99.28% |
19.11.2024 | 0.75% | 96.40 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'217 CHF | 96'942 CHF | 94.61% | 94.61% |
18.11.2024 | 0.75% | 97.10 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'066 CHF | 97'799 CHF | 99.41% | 99.41% |
15.11.2024 | 0.75% | 97.85 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'969 CHF | 98'709 CHF | 98.47% | 98.47% |
14.11.2024 | 0.75% | 98.30 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'208 CHF | 98'948 CHF | 99.22% | 99.22% |
13.11.2024 | 0.75% | 97.70 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'527 CHF | 98'262 CHF | 96.29% | 96.29% |
12.11.2024 | 0.75% | 97.45 % | 98.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'139 CHF | 98'878 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 98.75 % | 99.50 % | 100'000 | 100'000 | 97'467 | 97'467 | 96'134 CHF | 96'872 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 97.95 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'987 CHF | 98'724 CHF | 53.01% | 53.01% |
07.11.2024 | 0.75% | 98.25 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'237 CHF | 98'977 CHF | 97.40% | 97.40% |