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 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'195 CHF | 101'195 CHF | 87.47% | 87.47% |
02.12.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'120 CHF | 101'120 CHF | 97.45% | 97.45% |
29.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'023 CHF | 101'023 CHF | 97.95% | 97.95% |
28.11.2024 | 1.00% | 99.95 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'993 CHF | 101'000 CHF | 95.74% | 95.74% |
27.11.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'017 CHF | 101'017 CHF | 96.83% | 96.83% |
26.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'143 CHF | 101'142 CHF | 96.83% | 96.83% |
25.11.2024 | 1.00% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'072 CHF | 101'074 CHF | 98.11% | 98.11% |
22.11.2024 | 0.99% | 99.85 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'888 CHF | 100'881 CHF | 99.91% | 99.91% |
20.11.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'030 CHF | 101'034 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.95 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'070 CHF | 101'072 CHF | 93.72% | 93.72% |