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% | 101.14 % | 101.94 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'679 CHF | 61'159 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 101.12 % | 101.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'654 CHF | 61'134 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 101.02 % | 101.82 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'627 CHF | 61'107 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 101.01 % | 101.81 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'597 CHF | 61'077 CHF | 95.22% | 95.22% |
27.11.2024 | 0.79% | 100.85 % | 101.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'507 CHF | 60'987 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 100.94 % | 101.74 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'564 CHF | 61'044 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 101.02 % | 101.82 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'611 CHF | 61'091 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 100.95 % | 101.75 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'555 CHF | 61'035 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 100.79 % | 101.59 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'507 CHF | 60'987 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.68 % | 101.48 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'407 CHF | 60'887 CHF | 100.00% | 100.00% |