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% | 98.00 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'338 CHF | 99'079 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 98.05 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'057 CHF | 98'795 CHF | 99.92% | 99.92% |
18.11.2024 | 0.75% | 98.35 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'269 CHF | 99'008 CHF | 90.88% | 90.88% |
15.11.2024 | 0.75% | 98.55 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'773 CHF | 99'518 CHF | 98.46% | 98.46% |
14.11.2024 | 0.75% | 98.80 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'723 CHF | 99'466 CHF | 79.23% | 79.23% |
13.11.2024 | 0.75% | 98.40 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'507 CHF | 99'248 CHF | 74.45% | 74.45% |
12.11.2024 | 0.75% | 98.85 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'320 CHF | 100'070 CHF | 74.31% | 74.31% |
11.11.2024 | 0.78% | 99.05 % | 99.80 % | 100'000 | 100'000 | 96'661 | 96'661 | 95'919 CHF | 96'658 CHF | 74.49% | 74.49% |
08.11.2024 | 0.75% | 98.70 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'802 CHF | 99'547 CHF | 54.46% | 54.46% |
07.11.2024 | 0.75% | 99.10 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'081 CHF | 99'828 CHF | 97.39% | 97.39% |