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 | 1.68% | 58.65 % | 59.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'143 CHF | 60'143 CHF | 87.21% | 87.21% |
02.12.2024 | 1.69% | 58.60 % | 59.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'504 CHF | 59'504 CHF | 84.58% | 84.58% |
29.11.2024 | 1.67% | 59.60 % | 60.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'340 CHF | 60'340 CHF | 97.95% | 97.95% |
28.11.2024 | 1.69% | 58.60 % | 59.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'672 CHF | 59'672 CHF | 95.72% | 95.72% |
27.11.2024 | 1.67% | 59.80 % | 60.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'424 CHF | 60'424 CHF | 96.83% | 96.83% |
26.11.2024 | 1.65% | 59.75 % | 60.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'061 CHF | 61'061 CHF | 96.83% | 96.83% |
25.11.2024 | 1.66% | 60.25 % | 61.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'834 CHF | 60'834 CHF | 98.11% | 98.11% |
22.11.2024 | 1.68% | 59.45 % | 60.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'151 CHF | 60'151 CHF | 99.91% | 99.91% |
20.11.2024 | 1.65% | 60.10 % | 61.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'225 CHF | 61'225 CHF | 98.15% | 98.15% |
19.11.2024 | 1.63% | 60.85 % | 61.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'752 CHF | 61'752 CHF | 93.72% | 93.72% |