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% | 97.80 % | 98.58 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'771 CHF | 59'239 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 97.96 % | 98.74 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'797 CHF | 59'265 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 97.67 % | 98.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'579 CHF | 59'044 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 97.78 % | 98.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'569 CHF | 59'032 CHF | 95.30% | 95.30% |
27.11.2024 | 0.79% | 97.28 % | 98.05 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'344 CHF | 58'806 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 97.10 % | 97.87 % | 30'000 | 60'000 | 53'237 | 60'000 | 51'704 CHF | 58'743 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 97.21 % | 97.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'447 CHF | 58'909 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 97.44 % | 98.21 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'409 CHF | 58'871 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 97.43 % | 98.20 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'409 CHF | 58'871 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 96.92 % | 97.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'318 CHF | 58'780 CHF | 100.00% | 100.00% |