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 | 1.59% | 62.26 % | 63.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 93'635 CHF | 95'135 CHF | 100.00% | 100.00% |
02.12.2024 | 1.59% | 62.57 % | 63.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 93'693 CHF | 95'193 CHF | 100.00% | 100.00% |
29.11.2024 | 1.60% | 62.29 % | 63.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 93'119 CHF | 94'619 CHF | 100.00% | 100.00% |
28.11.2024 | 1.60% | 62.17 % | 63.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 93'072 CHF | 94'572 CHF | 100.00% | 100.00% |
27.11.2024 | 1.61% | 61.75 % | 62.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 92'522 CHF | 94'022 CHF | 99.71% | 99.71% |
26.11.2024 | 1.61% | 61.59 % | 62.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 92'301 CHF | 93'801 CHF | 100.00% | 100.00% |
25.11.2024 | 1.60% | 61.73 % | 62.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 92'713 CHF | 94'213 CHF | 100.00% | 100.00% |
22.11.2024 | 1.60% | 62.00 % | 63.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 92'854 CHF | 94'354 CHF | 100.00% | 100.00% |
20.11.2024 | 1.61% | 61.46 % | 62.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 92'689 CHF | 94'189 CHF | 100.00% | 100.00% |
19.11.2024 | 1.61% | 61.60 % | 62.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 92'505 CHF | 94'005 CHF | 89.38% | 89.38% |