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% | 100.40 % | 101.20 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'250 CHF | 60'730 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 100.36 % | 101.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'213 CHF | 60'693 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 100.29 % | 101.09 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'174 CHF | 60'654 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 100.30 % | 101.10 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'163 CHF | 60'643 CHF | 95.29% | 95.29% |
27.11.2024 | 0.79% | 100.23 % | 101.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'136 CHF | 60'611 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 100.22 % | 101.01 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'116 CHF | 60'590 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 100.17 % | 100.96 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'097 CHF | 60'571 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 100.10 % | 100.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'046 CHF | 60'520 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 100.04 % | 100.83 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'038 CHF | 60'512 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 99.96 % | 100.75 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'004 CHF | 60'478 CHF | 100.00% | 100.00% |