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 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'400 CHF | 43.89% | 43.89% |
02.12.2024 | 0.70% | 99.70 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'700 CHF | 100'400 CHF | 52.20% | 52.20% |
29.11.2024 | 0.80% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'700 CHF | 100'500 CHF | 57.57% | 57.57% |
28.11.2024 | 1.20% | 99.50 % | 100.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'750 CHF | 50'350 CHF | 70.58% | 70.58% |
27.11.2024 | 1.30% | 99.50 % | 100.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'750 CHF | 50'400 CHF | 57.35% | 57.35% |
26.11.2024 | 1.30% | 99.50 % | 100.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'750 CHF | 50'400 CHF | 72.73% | 72.73% |
25.11.2024 | 0.70% | 99.80 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'800 CHF | 100'500 CHF | 86.01% | 86.01% |
22.11.2024 | 0.80% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'800 CHF | 100'600 CHF | 75.87% | 75.87% |
20.11.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'850 CHF | 100'600 CHF | 88.94% | 88.94% |
19.11.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'850 CHF | 100'600 CHF | 51.48% | 51.48% |