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 | 1.01% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'238 CHF | 100'241 CHF | 86.10% | 86.10% |
02.12.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'193 CHF | 100'193 CHF | 97.45% | 97.45% |
29.11.2024 | 1.00% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'121 CHF | 100'122 CHF | 97.95% | 97.95% |
28.11.2024 | 1.01% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'144 CHF | 100'147 CHF | 95.72% | 95.72% |
27.11.2024 | 1.00% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'921 CHF | 99'920 CHF | 96.83% | 96.83% |
26.11.2024 | 1.00% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'102 CHF | 100'102 CHF | 96.83% | 96.83% |
25.11.2024 | 1.01% | 98.80 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'833 CHF | 99'833 CHF | 98.11% | 98.11% |
22.11.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'815 CHF | 99'814 CHF | 99.91% | 99.91% |
20.11.2024 | 1.01% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'588 CHF | 99'588 CHF | 98.15% | 98.15% |
19.11.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'395 CHF | 99'395 CHF | 93.72% | 93.72% |