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 | 1.09% | 90.50 % | 91.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'867 CHF | 91'867 CHF | 84.86% | 84.86% |
02.12.2024 | 1.10% | 90.05 % | 91.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'001 CHF | 91'001 CHF | 51.61% | 51.61% |
29.11.2024 | 1.09% | 91.60 % | 92.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'193 CHF | 92'193 CHF | 97.95% | 97.95% |
28.11.2024 | 1.11% | 89.70 % | 90.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'627 CHF | 90'627 CHF | 85.57% | 85.57% |
27.11.2024 | 1.10% | 91.45 % | 92.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'799 CHF | 91'799 CHF | 96.83% | 96.83% |
26.11.2024 | 1.09% | 90.95 % | 91.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'321 CHF | 92'321 CHF | 94.13% | 94.13% |
25.11.2024 | 1.10% | 91.40 % | 92.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'735 CHF | 91'735 CHF | 85.45% | 85.45% |
22.11.2024 | 1.11% | 89.95 % | 90.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'399 CHF | 90'399 CHF | 99.91% | 99.91% |
20.11.2024 | 1.10% | 90.30 % | 91.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'141 CHF | 91'141 CHF | 98.15% | 98.15% |
19.11.2024 | 1.10% | 90.95 % | 91.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'760 CHF | 91'760 CHF | 93.72% | 93.72% |