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% | 90.62 % | 91.34 % | 75'000 | 75'000 | 75'000 | 70'336 | 68'118 CHF | 64'415 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 91.76 % | 92.49 % | 75'000 | 75'000 | 72'539 | 75'000 | 66'108 CHF | 68'902 CHF | 95.64% | 95.64% |
29.11.2024 | 0.79% | 87.67 % | 88.37 % | 75'000 | 75'000 | 75'000 | 75'000 | 65'024 CHF | 65'540 CHF | 86.96% | 86.96% |
28.11.2024 | 0.79% | 86.97 % | 87.66 % | 75'000 | 75'000 | 55'711 | 56'158 | 48'508 CHF | 49'285 CHF | 95.33% | 95.33% |
27.11.2024 | 0.79% | 87.45 % | 88.14 % | 75'000 | 75'000 | 75'000 | 75'000 | 65'984 CHF | 66'507 CHF | 94.90% | 94.90% |
26.11.2024 | 0.79% | 90.24 % | 90.96 % | 75'000 | 75'000 | 75'000 | 75'000 | 67'813 CHF | 68'351 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 91.11 % | 91.83 % | 65'000 | 75'000 | 74'410 | 75'000 | 67'893 CHF | 68'971 CHF | 98.63% | 98.63% |
22.11.2024 | 0.79% | 92.37 % | 93.10 % | 75'000 | 75'000 | 75'000 | 75'000 | 69'507 CHF | 70'058 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 93.69 % | 94.43 % | 75'000 | 75'000 | 75'000 | 75'000 | 70'293 CHF | 70'850 CHF | 97.14% | 97.14% |
19.11.2024 | 0.79% | 91.95 % | 92.68 % | 75'000 | 75'000 | 75'000 | 75'000 | 68'815 CHF | 69'362 CHF | 100.00% | 100.00% |