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% | 98.10 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'325 CHF | 99'064 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 98.10 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'102 CHF | 98'842 CHF | 99.92% | 99.92% |
18.11.2024 | 0.75% | 98.25 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'196 CHF | 98'937 CHF | 90.84% | 90.84% |
15.11.2024 | 0.75% | 98.40 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'559 CHF | 99'304 CHF | 98.41% | 98.41% |
14.11.2024 | 0.75% | 98.60 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'474 CHF | 99'217 CHF | 79.33% | 79.33% |
13.11.2024 | 0.75% | 98.15 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'240 CHF | 98'981 CHF | 74.41% | 74.41% |
12.11.2024 | 0.75% | 98.45 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'854 CHF | 99'600 CHF | 74.23% | 74.23% |
11.11.2024 | 0.79% | 98.60 % | 99.35 % | 100'000 | 100'000 | 96'661 | 96'661 | 95'459 CHF | 96'197 CHF | 74.49% | 74.49% |
08.11.2024 | 0.75% | 98.45 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'428 CHF | 99'170 CHF | 54.41% | 54.41% |
07.11.2024 | 0.75% | 98.60 % | 99.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'585 CHF | 99'328 CHF | 97.35% | 97.35% |