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% | 89.55 % | 90.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'537 CHF | 90'208 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 89.45 % | 90.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'175 CHF | 89'852 CHF | 99.99% | 99.99% |
18.11.2024 | 0.75% | 88.35 % | 89.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'174 CHF | 88'836 CHF | 99.39% | 99.39% |
15.11.2024 | 0.75% | 87.85 % | 88.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'047 CHF | 88'711 CHF | 98.39% | 98.39% |
14.11.2024 | 0.75% | 89.35 % | 90.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'073 CHF | 89'747 CHF | 98.83% | 98.83% |
13.11.2024 | 0.74% | 88.75 % | 89.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'804 CHF | 89'467 CHF | 71.12% | 71.12% |
12.11.2024 | 0.75% | 90.05 % | 90.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'396 CHF | 91'078 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 91.15 % | 91.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'269 CHF | 91'957 CHF | 99.81% | 99.81% |
08.11.2024 | 0.75% | 90.10 % | 90.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'185 CHF | 90'866 CHF | 55.08% | 55.08% |
07.11.2024 | 0.75% | 90.25 % | 90.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'555 CHF | 91'232 CHF | 97.64% | 97.64% |