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 | 0.68% | 101.88 % | 102.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'820 CHF | 153'870 CHF | 100.00% | 100.00% |
02.12.2024 | 0.68% | 101.88 % | 102.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'812 CHF | 153'862 CHF | 100.00% | 100.00% |
29.11.2024 | 0.68% | 101.85 % | 102.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'775 CHF | 153'825 CHF | 100.00% | 100.00% |
28.11.2024 | 0.69% | 101.82 % | 102.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'716 CHF | 153'766 CHF | 100.00% | 100.00% |
27.11.2024 | 0.69% | 101.82 % | 102.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'716 CHF | 153'766 CHF | 99.73% | 99.73% |
26.11.2024 | 0.69% | 101.79 % | 102.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'706 CHF | 153'756 CHF | 100.00% | 100.00% |
25.11.2024 | 0.69% | 101.78 % | 102.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'650 CHF | 153'700 CHF | 100.00% | 100.00% |
22.11.2024 | 0.69% | 101.60 % | 102.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'317 CHF | 153'367 CHF | 100.00% | 100.00% |
20.11.2024 | 0.69% | 101.50 % | 102.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'264 CHF | 153'314 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 100.86 % | 101.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'228 CHF | 152'278 CHF | 89.38% | 89.38% |