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 | 0.70% | 99.80 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'800 CHF | 100'500 CHF | 47.44% | 47.44% |
02.12.2024 | 0.79% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'800 CHF | 100'588 CHF | 54.77% | 54.77% |
29.11.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'850 CHF | 100'600 CHF | 50.09% | 50.09% |
28.11.2024 | 1.30% | 99.60 % | 100.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'800 CHF | 50'450 CHF | 45.40% | 45.40% |
27.11.2024 | 1.25% | 99.65 % | 100.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'824 CHF | 50'450 CHF | 62.81% | 62.81% |
26.11.2024 | 1.25% | 99.65 % | 100.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'821 CHF | 50'449 CHF | 78.75% | 78.75% |
25.11.2024 | 0.80% | 99.90 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'900 CHF | 100'700 CHF | 85.30% | 85.30% |
22.11.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'950 CHF | 100'700 CHF | 68.15% | 68.15% |
20.11.2024 | 0.70% | 100.00 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'000 CHF | 100'700 CHF | 90.12% | 90.12% |
19.11.2024 | 0.80% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'000 CHF | 100'800 CHF | 45.14% | 45.14% |