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% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'001 CHF | 102'770 CHF | 100.00% | 100.00% |
02.12.2024 | 0.75% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'375 CHF | 101'129 CHF | 100.00% | 100.00% |
29.11.2024 | 0.75% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'994 CHF | 100'749 CHF | 100.00% | 100.00% |
28.11.2024 | 1.26% | 99.75 % | 101.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'852 CHF | 50'483 CHF | 100.00% | 100.00% |
27.11.2024 | 1.25% | 99.35 % | 100.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'669 CHF | 50'296 CHF | 99.55% | 99.55% |
26.11.2024 | 1.25% | 99.85 % | 101.10 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'367 CHF | 49'990 CHF | 86.18% | 86.18% |
25.11.2024 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'177 CHF | 101'936 CHF | 100.00% | 100.00% |
22.11.2024 | 0.76% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'756 CHF | 101'520 CHF | 100.00% | 100.00% |
20.11.2024 | 0.75% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'811 CHF | 101'567 CHF | 98.98% | 98.98% |
19.11.2024 | 0.75% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'939 CHF | 100'689 CHF | 99.99% | 99.99% |