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 | 0.75% | 102.20 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'090 CHF | 102'855 CHF | 100.00% | 100.00% |
02.12.2024 | 0.75% | 101.60 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'417 CHF | 102'178 CHF | 100.00% | 100.00% |
29.11.2024 | 0.75% | 101.60 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'309 CHF | 102'071 CHF | 100.00% | 100.00% |
28.11.2024 | 1.26% | 101.10 % | 102.40 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'479 CHF | 51'120 CHF | 97.88% | 97.88% |
27.11.2024 | 1.24% | 100.90 % | 102.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'445 CHF | 51'073 CHF | 94.25% | 94.25% |
26.11.2024 | 1.26% | 101.10 % | 102.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'301 CHF | 50'937 CHF | 99.91% | 99.91% |
25.11.2024 | 0.76% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'835 CHF | 102'611 CHF | 100.00% | 100.00% |
22.11.2024 | 0.75% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'672 CHF | 102'437 CHF | 93.00% | 93.00% |
20.11.2024 | 0.75% | 101.60 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'706 CHF | 102'475 CHF | 85.98% | 85.98% |
19.11.2024 | 0.74% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'299 CHF | 102'056 CHF | 88.73% | 88.73% |