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% | 89.24 % | 89.95 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'755 CHF | 54'181 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 89.86 % | 90.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'900 CHF | 54'327 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 89.28 % | 89.99 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'380 CHF | 53'804 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 89.38 % | 90.09 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'506 CHF | 53'931 CHF | 95.28% | 95.28% |
27.11.2024 | 0.79% | 88.47 % | 89.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'025 CHF | 53'446 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 88.38 % | 89.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 52'921 CHF | 53'340 CHF | 97.69% | 97.69% |
25.11.2024 | 0.79% | 88.28 % | 88.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'206 CHF | 53'627 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 88.90 % | 89.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'247 CHF | 53'669 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 89.12 % | 89.83 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'578 CHF | 54'003 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 89.03 % | 89.74 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'924 CHF | 54'353 CHF | 74.02% | 74.02% |