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% | 95.08 % | 95.83 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'221 CHF | 57'676 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 95.47 % | 96.23 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'277 CHF | 57'733 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 95.09 % | 95.84 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'930 CHF | 57'380 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 95.11 % | 95.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'992 CHF | 57'442 CHF | 99.65% | 99.65% |
27.11.2024 | 0.79% | 94.47 % | 95.22 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'669 CHF | 57'119 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 94.37 % | 95.12 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'559 CHF | 57'007 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 94.29 % | 95.04 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'762 CHF | 57'212 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 94.62 % | 95.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'751 CHF | 57'201 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 94.75 % | 95.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'826 CHF | 57'276 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 94.30 % | 95.05 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'838 CHF | 57'290 CHF | 100.00% | 100.00% |