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 | 0.77% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'322 CHF | 102'106 CHF | 100.00% | 100.00% |
02.12.2024 | 0.76% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'266 CHF | 102'036 CHF | 97.81% | 97.81% |
29.11.2024 | 0.75% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'060 CHF | 101'822 CHF | 100.00% | 100.00% |
28.11.2024 | 0.75% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'955 CHF | 101'717 CHF | 100.00% | 100.00% |
27.11.2024 | 0.76% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'811 CHF | 101'580 CHF | 99.55% | 99.55% |
26.11.2024 | 0.76% | 100.80 % | 101.50 % | 100'000 | 100'000 | 98'840 | 98'840 | 99'562 CHF | 100'317 CHF | 99.92% | 99.92% |
25.11.2024 | 0.74% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'775 CHF | 101'523 CHF | 100.00% | 100.00% |
22.11.2024 | 0.76% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'854 CHF | 101'622 CHF | 100.00% | 100.00% |
20.11.2024 | 0.74% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'518 CHF | 101'265 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'424 CHF | 101'188 CHF | 100.00% | 100.00% |