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 | 1.20% | 81.75 % | 82.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'545 CHF | 83'545 CHF | 62.90% | 62.90% |
02.12.2024 | 1.22% | 81.25 % | 82.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'146 CHF | 82'146 CHF | 51.61% | 51.61% |
29.11.2024 | 1.20% | 83.60 % | 84.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'998 CHF | 83'998 CHF | 97.95% | 97.95% |
28.11.2024 | 1.23% | 80.90 % | 81.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'007 CHF | 82'007 CHF | 85.68% | 85.68% |
27.11.2024 | 1.20% | 83.80 % | 84.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'825 CHF | 83'825 CHF | 96.83% | 96.83% |
26.11.2024 | 1.18% | 83.45 % | 84.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'036 CHF | 85'036 CHF | 94.13% | 94.13% |
25.11.2024 | 1.20% | 84.05 % | 85.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'045 CHF | 84'045 CHF | 85.45% | 85.45% |
22.11.2024 | 1.22% | 82.00 % | 83.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'169 CHF | 82'169 CHF | 99.91% | 99.91% |
20.11.2024 | 1.20% | 83.00 % | 84.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'068 CHF | 84'068 CHF | 97.25% | 97.25% |
19.11.2024 | 1.18% | 84.25 % | 85.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'013 CHF | 85'013 CHF | 80.50% | 80.50% |