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 | 0.76% | 103.50 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'380 CHF | 104'166 CHF | 100.00% | 100.00% |
02.12.2024 | 0.75% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'281 CHF | 103'049 CHF | 100.00% | 100.00% |
29.11.2024 | 0.75% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'961 CHF | 102'727 CHF | 100.00% | 100.00% |
28.11.2024 | 1.25% | 101.70 % | 103.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'822 CHF | 51'463 CHF | 100.00% | 100.00% |
27.11.2024 | 1.25% | 101.40 % | 102.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'701 CHF | 51'339 CHF | 99.55% | 99.55% |
26.11.2024 | 1.25% | 101.80 % | 103.10 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'455 CHF | 51'089 CHF | 86.16% | 86.16% |
25.11.2024 | 0.75% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'719 CHF | 103'494 CHF | 100.00% | 100.00% |
22.11.2024 | 0.75% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'423 CHF | 103'197 CHF | 100.00% | 100.00% |
20.11.2024 | 0.74% | 102.30 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'485 CHF | 103'250 CHF | 98.98% | 98.98% |
19.11.2024 | 0.75% | 101.90 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'830 CHF | 102'599 CHF | 99.99% | 99.99% |