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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.12.2024 | 1.05% | 65.92 % | 66.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 99'411 CHF | 100'461 CHF | 98.27% | 98.27% |
09.12.2024 | 1.05% | 66.69 % | 67.39 % | 150'000 | 150'000 | 149'960 | 150'000 | 99'780 CHF | 100'856 CHF | 100.00% | 100.00% |
06.12.2024 | 1.04% | 66.69 % | 67.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 100'348 CHF | 101'398 CHF | 100.00% | 100.00% |
05.12.2024 | 1.04% | 66.97 % | 67.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 100'501 CHF | 101'551 CHF | 100.00% | 100.00% |
04.12.2024 | 1.04% | 67.25 % | 67.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 100'880 CHF | 101'930 CHF | 100.00% | 100.00% |
03.12.2024 | 1.03% | 67.24 % | 67.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 101'134 CHF | 102'184 CHF | 100.00% | 100.00% |
02.12.2024 | 1.03% | 67.68 % | 68.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 101'353 CHF | 102'403 CHF | 100.00% | 100.00% |
29.11.2024 | 1.04% | 67.27 % | 67.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 100'684 CHF | 101'734 CHF | 100.00% | 100.00% |
28.11.2024 | 1.04% | 67.34 % | 68.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 100'840 CHF | 101'890 CHF | 100.00% | 100.00% |
27.11.2024 | 1.04% | 66.96 % | 67.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 100'268 CHF | 101'318 CHF | 99.73% | 99.73% |