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% | 94.00 % | 94.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'197 CHF | 94'907 CHF | 90.16% | 90.16% |
19.11.2024 | 0.75% | 94.65 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'663 CHF | 95'377 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 95.70 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'112 CHF | 96'835 CHF | 99.51% | 99.51% |
15.11.2024 | 0.75% | 96.30 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'027 CHF | 96'750 CHF | 98.55% | 98.55% |
14.11.2024 | 0.75% | 95.65 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'805 CHF | 95'520 CHF | 87.83% | 87.83% |
13.11.2024 | 0.75% | 93.95 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'567 CHF | 94'272 CHF | 97.46% | 97.46% |
12.11.2024 | 0.75% | 92.85 % | 93.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'322 CHF | 94'024 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 95.00 % | 95.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'931 CHF | 95'647 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 94.35 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'102 CHF | 95'818 CHF | 55.17% | 55.17% |
07.11.2024 | 0.75% | 98.00 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'841 CHF | 98'577 CHF | 97.74% | 97.74% |