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% | 94.00 % | 94.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'191 CHF | 93'894 CHF | 87.50% | 87.50% |
02.12.2024 | 0.75% | 88.75 % | 89.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'126 CHF | 88'789 CHF | 99.99% | 99.99% |
29.11.2024 | 0.75% | 87.80 % | 88.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'972 CHF | 87'626 CHF | 73.52% | 73.52% |
28.11.2024 | 1.26% | 86.90 % | 88.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 43'346 CHF | 43'893 CHF | 82.66% | 82.66% |
27.11.2024 | 1.25% | 85.70 % | 86.75 % | 50'000 | 50'000 | 50'000 | 50'000 | 42'760 CHF | 43'298 CHF | 82.91% | 82.91% |
26.11.2024 | 1.25% | 87.30 % | 88.40 % | 50'000 | 50'000 | 50'000 | 50'000 | 42'751 CHF | 43'290 CHF | 21.13% | 21.13% |
25.11.2024 | 0.75% | 92.45 % | 93.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'146 CHF | 91'829 CHF | 100.00% | 100.00% |
22.11.2024 | 0.75% | 90.25 % | 90.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'038 CHF | 90'716 CHF | 75.28% | 75.28% |
20.11.2024 | 0.75% | 89.15 % | 89.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'276 CHF | 90'959 CHF | 75.51% | 75.51% |
19.11.2024 | 0.75% | 88.10 % | 88.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'617 CHF | 88'275 CHF | 92.05% | 92.05% |