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 | 1.67% | 58.80 % | 59.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'312 CHF | 60'312 CHF | 86.08% | 86.08% |
02.12.2024 | 1.69% | 58.80 % | 59.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'673 CHF | 59'673 CHF | 84.58% | 84.58% |
29.11.2024 | 1.67% | 59.75 % | 60.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'497 CHF | 60'497 CHF | 97.95% | 97.95% |
28.11.2024 | 1.69% | 58.80 % | 59.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'824 CHF | 59'824 CHF | 95.72% | 95.72% |
27.11.2024 | 1.66% | 59.95 % | 60.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'593 CHF | 60'593 CHF | 96.83% | 96.83% |
26.11.2024 | 1.65% | 59.95 % | 60.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'257 CHF | 61'257 CHF | 96.83% | 96.83% |
25.11.2024 | 1.65% | 60.35 % | 61.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'972 CHF | 60'972 CHF | 98.11% | 98.11% |
22.11.2024 | 1.67% | 59.60 % | 60.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'271 CHF | 60'271 CHF | 99.91% | 99.91% |
20.11.2024 | 1.64% | 60.20 % | 61.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'325 CHF | 61'325 CHF | 98.15% | 98.15% |
19.11.2024 | 1.63% | 60.90 % | 61.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'842 CHF | 61'842 CHF | 93.72% | 93.72% |