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% | 93.65 % | 94.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'982 CHF | 94'693 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 94.45 % | 95.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'248 CHF | 94'961 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 94.40 % | 95.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'221 CHF | 94'933 CHF | 99.33% | 99.33% |
15.11.2024 | 0.75% | 93.90 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'949 CHF | 94'660 CHF | 98.44% | 98.44% |
14.11.2024 | 0.75% | 94.80 % | 95.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'906 CHF | 94'611 CHF | 99.52% | 99.52% |
13.11.2024 | 0.75% | 92.80 % | 93.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'417 CHF | 93'117 CHF | 98.14% | 98.14% |
12.11.2024 | 0.75% | 92.30 % | 93.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'854 CHF | 93'554 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 93.35 % | 94.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'755 CHF | 94'461 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 93.75 % | 94.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'940 CHF | 94'645 CHF | 55.08% | 55.08% |
07.11.2024 | 0.75% | 94.40 % | 95.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'801 CHF | 95'515 CHF | 97.64% | 97.64% |