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% | 98.95 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'475 CHF | 99'214 CHF | 100.00% | 100.00% |
02.12.2024 | 0.75% | 96.15 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'763 CHF | 96'486 CHF | 100.00% | 100.00% |
29.11.2024 | 0.75% | 95.65 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'281 CHF | 96'001 CHF | 100.00% | 100.00% |
28.11.2024 | 1.25% | 95.15 % | 96.35 % | 50'000 | 50'000 | 50'000 | 50'000 | 47'517 CHF | 48'117 CHF | 100.00% | 100.00% |
27.11.2024 | 1.25% | 94.55 % | 95.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 47'233 CHF | 47'828 CHF | 99.55% | 99.55% |
26.11.2024 | 1.25% | 95.30 % | 96.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 46'886 CHF | 47'476 CHF | 85.10% | 85.10% |
25.11.2024 | 0.75% | 98.20 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'444 CHF | 98'181 CHF | 100.00% | 100.00% |
22.11.2024 | 0.75% | 96.95 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'801 CHF | 97'530 CHF | 100.00% | 100.00% |
20.11.2024 | 0.75% | 96.50 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'925 CHF | 97'656 CHF | 98.98% | 98.98% |
19.11.2024 | 0.75% | 95.85 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'574 CHF | 96'296 CHF | 92.05% | 92.05% |