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 | 1.00% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'338 CHF | 100'335 CHF | 87.53% | 87.53% |
02.12.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'455 CHF | 99'455 CHF | 97.45% | 97.45% |
29.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'350 CHF | 99'350 CHF | 97.95% | 97.95% |
28.11.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'232 CHF | 99'232 CHF | 95.73% | 95.73% |
27.11.2024 | 1.01% | 98.10 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'081 CHF | 99'081 CHF | 96.83% | 96.83% |
26.11.2024 | 1.02% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'579 CHF | 98'579 CHF | 96.83% | 96.83% |
25.11.2024 | 1.01% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'117 CHF | 100'119 CHF | 98.11% | 98.11% |
22.11.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'746 CHF | 99'746 CHF | 99.91% | 99.91% |
20.11.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'639 CHF | 99'639 CHF | 98.15% | 98.15% |
19.11.2024 | 1.02% | 98.10 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'971 CHF | 98'971 CHF | 93.72% | 93.72% |