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 | 0.69% | 100.84 % | 101.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'277 CHF | 152'327 CHF | 100.00% | 100.00% |
02.12.2024 | 0.69% | 100.84 % | 101.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'236 CHF | 152'286 CHF | 100.00% | 100.00% |
29.11.2024 | 0.69% | 100.71 % | 101.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'992 CHF | 152'042 CHF | 100.00% | 100.00% |
28.11.2024 | 0.69% | 100.66 % | 101.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'950 CHF | 152'000 CHF | 100.00% | 100.00% |
27.11.2024 | 0.69% | 100.54 % | 101.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'729 CHF | 151'779 CHF | 99.73% | 99.73% |
26.11.2024 | 0.70% | 100.22 % | 100.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'321 CHF | 151'371 CHF | 100.00% | 100.00% |
25.11.2024 | 0.70% | 100.24 % | 100.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'375 CHF | 151'425 CHF | 100.00% | 100.00% |
22.11.2024 | 0.70% | 100.16 % | 100.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'941 CHF | 150'991 CHF | 100.00% | 100.00% |
20.11.2024 | - | 100.72 % | 101.42 % | 150'000 | 150'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
19.11.2024 | 0.70% | 98.98 % | 99.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'736 CHF | 149'786 CHF | 89.38% | 89.38% |