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% | 98.80 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'163 CHF | 99'909 CHF | 99.28% | 99.28% |
19.11.2024 | 0.75% | 98.70 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'574 CHF | 99'317 CHF | 98.46% | 98.46% |
18.11.2024 | 0.75% | 99.30 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'267 CHF | 100'013 CHF | 99.46% | 99.46% |
15.11.2024 | 0.74% | 99.90 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'977 CHF | 100'719 CHF | 98.52% | 98.52% |
14.11.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'165 CHF | 100'921 CHF | 99.22% | 99.22% |
13.11.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'635 CHF | 100'389 CHF | 96.33% | 96.33% |
12.11.2024 | 0.75% | 99.60 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'093 CHF | 100'850 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 100.50 % | 101.30 % | 100'000 | 100'000 | 97'467 | 97'467 | 97'876 CHF | 98'621 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 99.90 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'946 CHF | 100'704 CHF | 53.05% | 53.05% |
07.11.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'173 CHF | 100'929 CHF | 97.42% | 97.42% |