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 | 0.96% | 103.20 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'138 CHF | 104'138 CHF | 87.55% | 87.55% |
02.12.2024 | 0.97% | 102.50 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'343 CHF | 103'343 CHF | 97.45% | 97.45% |
29.11.2024 | 0.98% | 102.20 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'880 CHF | 102'880 CHF | 97.95% | 97.95% |
28.11.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'650 CHF | 102'650 CHF | 95.73% | 95.73% |
27.11.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'607 CHF | 102'607 CHF | 96.83% | 96.83% |
26.11.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'476 CHF | 102'476 CHF | 96.83% | 96.83% |
25.11.2024 | 0.97% | 102.50 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'361 CHF | 103'361 CHF | 98.11% | 98.11% |
22.11.2024 | 0.98% | 102.10 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'998 CHF | 102'998 CHF | 99.91% | 99.91% |
20.11.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'046 CHF | 103'046 CHF | 98.15% | 98.15% |
19.11.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'653 CHF | 102'653 CHF | 93.72% | 93.72% |