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% | 98.75 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'104 CHF | 99'851 CHF | 99.28% | 99.28% |
19.11.2024 | 0.75% | 98.65 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'515 CHF | 99'257 CHF | 94.35% | 94.35% |
18.11.2024 | 0.75% | 99.10 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'106 CHF | 99'853 CHF | 99.44% | 99.44% |
15.11.2024 | 0.74% | 99.70 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'767 CHF | 100'512 CHF | 98.53% | 98.53% |
14.11.2024 | 0.75% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'934 CHF | 100'691 CHF | 99.22% | 99.22% |
13.11.2024 | 0.75% | 99.55 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'439 CHF | 100'189 CHF | 96.33% | 96.33% |
12.11.2024 | 0.75% | 99.35 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'874 CHF | 100'629 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 100.30 % | 101.00 % | 100'000 | 100'000 | 97'467 | 97'467 | 97'663 CHF | 98'408 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 99.70 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'738 CHF | 100'491 CHF | 53.06% | 53.06% |
07.11.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'910 CHF | 100'665 CHF | 97.39% | 97.39% |