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 | 0.97% | 71.94 % | 72.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 108'206 CHF | 109'256 CHF | 100.00% | 100.00% |
02.12.2024 | 0.96% | 72.42 % | 73.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 108'446 CHF | 109'496 CHF | 100.00% | 100.00% |
29.11.2024 | 0.97% | 71.98 % | 72.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 107'762 CHF | 108'812 CHF | 100.00% | 100.00% |
28.11.2024 | 0.97% | 72.07 % | 72.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 107'926 CHF | 108'976 CHF | 100.00% | 100.00% |
27.11.2024 | 0.97% | 71.70 % | 72.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 107'372 CHF | 108'422 CHF | 99.73% | 99.73% |
26.11.2024 | 0.97% | 71.54 % | 72.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 107'180 CHF | 108'230 CHF | 100.00% | 100.00% |
25.11.2024 | 0.97% | 71.54 % | 72.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 107'605 CHF | 108'655 CHF | 100.00% | 100.00% |
22.11.2024 | 0.97% | 71.96 % | 72.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 107'702 CHF | 108'752 CHF | 100.00% | 100.00% |
20.11.2024 | 0.76% | 92.08 % | 92.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'149 CHF | 139'199 CHF | 0.57% | 0.57% |
19.11.2024 | 0.80% | 86.33 % | 87.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'820 CHF | 131'870 CHF | 89.24% | 89.24% |