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% | 98.90 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'424 CHF | 99'167 CHF | 100.00% | 100.00% |
02.12.2024 | 0.75% | 96.05 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'658 CHF | 96'379 CHF | 100.00% | 100.00% |
29.11.2024 | 0.75% | 95.55 % | 96.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'969 CHF | 95'680 CHF | 73.48% | 73.48% |
28.11.2024 | 1.25% | 94.85 % | 96.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 47'357 CHF | 47'954 CHF | 100.00% | 100.00% |
27.11.2024 | 1.25% | 94.15 % | 95.35 % | 50'000 | 50'000 | 50'000 | 50'000 | 47'053 CHF | 47'646 CHF | 99.55% | 99.55% |
26.11.2024 | 1.25% | 95.00 % | 96.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 46'651 CHF | 47'239 CHF | 83.00% | 83.00% |
25.11.2024 | 0.75% | 97.90 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'150 CHF | 97'881 CHF | 100.00% | 100.00% |
22.11.2024 | 0.75% | 96.65 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'494 CHF | 97'224 CHF | 100.00% | 100.00% |
20.11.2024 | 0.75% | 96.20 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'575 CHF | 97'302 CHF | 98.98% | 98.98% |
19.11.2024 | 0.75% | 95.45 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'172 CHF | 95'890 CHF | 92.05% | 92.05% |