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 | 0.79% | 95.15 % | 95.90 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'219 CHF | 57'674 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 95.45 % | 96.21 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'281 CHF | 57'737 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 95.10 % | 95.85 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'940 CHF | 57'390 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 95.11 % | 95.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'976 CHF | 57'427 CHF | 95.08% | 95.08% |
27.11.2024 | 0.79% | 94.40 % | 95.15 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'629 CHF | 57'079 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 94.34 % | 95.09 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'543 CHF | 56'992 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 94.31 % | 95.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'766 CHF | 57'216 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 94.59 % | 95.34 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'735 CHF | 57'185 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 94.63 % | 95.38 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'745 CHF | 57'195 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 94.09 % | 94.84 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'763 CHF | 57'215 CHF | 100.00% | 100.00% |