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% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'422 CHF | 100'174 CHF | 100.00% | 100.00% |
02.12.2024 | 0.75% | 97.40 % | 98.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'077 CHF | 97'811 CHF | 100.00% | 100.00% |
29.11.2024 | 0.75% | 96.95 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'377 CHF | 97'102 CHF | 73.49% | 73.49% |
28.11.2024 | 1.25% | 96.20 % | 97.40 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'062 CHF | 48'668 CHF | 100.00% | 100.00% |
27.11.2024 | 1.25% | 95.65 % | 96.85 % | 50'000 | 50'000 | 50'000 | 50'000 | 47'788 CHF | 48'390 CHF | 99.55% | 99.55% |
26.11.2024 | 1.25% | 96.35 % | 97.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 47'386 CHF | 47'982 CHF | 85.10% | 85.10% |
25.11.2024 | 0.75% | 98.85 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'174 CHF | 98'915 CHF | 100.00% | 100.00% |
22.11.2024 | 0.75% | 97.70 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'574 CHF | 98'306 CHF | 100.00% | 100.00% |
20.11.2024 | 0.75% | 97.30 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'639 CHF | 98'371 CHF | 98.98% | 98.98% |
19.11.2024 | 0.75% | 96.60 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'391 CHF | 97'117 CHF | 92.05% | 92.05% |