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 | 0.90% | 88.50 % | 89.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'294 CHF | 89'094 CHF | 99.77% | 99.77% |
02.12.2024 | 0.90% | 87.60 % | 88.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'379 CHF | 89'179 CHF | 100.00% | 100.00% |
29.11.2024 | 0.89% | 89.60 % | 90.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'730 CHF | 90'530 CHF | 100.00% | 100.00% |
28.11.2024 | 0.88% | 90.20 % | 91.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'238 CHF | 91'038 CHF | 100.00% | 100.00% |
27.11.2024 | 0.89% | 90.00 % | 90.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'546 CHF | 90'346 CHF | 99.90% | 99.90% |
26.11.2024 | 0.89% | 89.40 % | 90.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'430 CHF | 90'230 CHF | 99.37% | 99.37% |
25.11.2024 | 0.89% | 89.20 % | 90.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'459 CHF | 90'259 CHF | 100.00% | 100.00% |
22.11.2024 | 0.89% | 89.90 % | 90.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'660 CHF | 90'460 CHF | 100.00% | 100.00% |
20.11.2024 | 0.88% | 90.00 % | 90.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'505 CHF | 91'305 CHF | 97.95% | 97.95% |
19.11.2024 | 0.88% | 90.30 % | 91.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'337 CHF | 91'137 CHF | 100.00% | 100.00% |