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% | 95.29 % | 96.05 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'430 CHF | 57'886 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 95.32 % | 96.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'458 CHF | 57'914 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 94.75 % | 95.50 % | 45'000 | 60'000 | 48'231 | 60'000 | 45'759 CHF | 57'368 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 94.99 % | 95.74 % | 60'000 | 60'000 | 50'269 | 60'000 | 47'674 CHF | 57'409 CHF | 95.13% | 95.13% |
27.11.2024 | 0.79% | 93.91 % | 94.65 % | 60'000 | 60'000 | 53'913 | 60'000 | 50'730 CHF | 56'918 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 93.38 % | 94.12 % | 60'000 | 60'000 | 57'281 | 59'084 | 53'550 CHF | 55'684 CHF | 98.80% | 100.00% |
25.11.2024 | 0.79% | 93.81 % | 94.55 % | 30'000 | 60'000 | 51'660 | 60'000 | 48'656 CHF | 56'946 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 93.90 % | 94.64 % | 60'000 | 60'000 | 59'615 | 60'000 | 55'877 CHF | 56'682 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 94.38 % | 95.13 % | 60'000 | 60'000 | 45'556 | 60'000 | 43'161 CHF | 57'323 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 94.16 % | 94.91 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'630 CHF | 57'079 CHF | 100.00% | 100.00% |