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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.94% | 105.50 % | 106.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 105'451 CHF | 106'451 CHF | 86.31% | 86.31% |
02.12.2024 | 0.94% | 105.50 % | 106.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 105'464 CHF | 106'464 CHF | 97.45% | 97.45% |
29.11.2024 | 0.95% | 105.20 % | 106.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 105'050 CHF | 106'050 CHF | 97.95% | 97.95% |
28.11.2024 | 0.95% | 105.00 % | 106.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'952 CHF | 105'952 CHF | 95.73% | 95.73% |
27.11.2024 | 0.95% | 104.80 % | 105.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'805 CHF | 105'805 CHF | 96.83% | 96.83% |
26.11.2024 | 0.95% | 104.80 % | 105.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'879 CHF | 105'879 CHF | 96.83% | 96.83% |
25.11.2024 | 0.95% | 105.00 % | 106.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 105'036 CHF | 106'036 CHF | 88.11% | 88.11% |
22.11.2024 | 0.95% | 105.10 % | 106.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'745 CHF | 105'745 CHF | 99.97% | 99.97% |
20.11.2024 | 0.95% | 104.30 % | 105.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'421 CHF | 105'421 CHF | 98.23% | 98.23% |
19.11.2024 | 0.95% | 104.30 % | 105.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'392 CHF | 105'392 CHF | 93.72% | 93.72% |