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 | 1.05% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'450 CHF | 100'500 CHF | 86.31% | 86.31% |
02.12.2024 | 1.03% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'457 CHF | 100'482 CHF | 97.45% | 97.45% |
29.11.2024 | 1.03% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'465 CHF | 100'500 CHF | 97.95% | 97.95% |
28.11.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'449 CHF | 100'444 CHF | 95.74% | 95.74% |
27.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'248 CHF | 100'249 CHF | 96.83% | 96.83% |
26.11.2024 | 1.01% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'095 CHF | 100'099 CHF | 96.83% | 96.83% |
25.11.2024 | 0.99% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'405 CHF | 100'394 CHF | 98.11% | 98.11% |
22.11.2024 | 0.99% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'335 CHF | 100'328 CHF | 99.91% | 99.91% |
20.11.2024 | 1.01% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'571 CHF | 100'578 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'504 CHF | 100'507 CHF | 93.72% | 93.72% |