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% | 101.25 % | 102.05 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'745 CHF | 61'225 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 101.22 % | 102.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'724 CHF | 61'204 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 101.12 % | 101.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'697 CHF | 61'177 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 101.13 % | 101.93 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'654 CHF | 61'134 CHF | 99.74% | 99.74% |
27.11.2024 | 0.79% | 100.94 % | 101.74 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'556 CHF | 61'036 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 101.06 % | 101.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'633 CHF | 61'113 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 101.13 % | 101.93 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'675 CHF | 61'155 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 101.05 % | 101.85 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'610 CHF | 61'090 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 100.90 % | 101.70 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'573 CHF | 61'053 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.85 % | 101.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'471 CHF | 60'951 CHF | 100.00% | 100.00% |