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% | 99.75 % | 100.54 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'875 CHF | 60'349 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 99.67 % | 100.46 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'797 CHF | 60'271 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 99.53 % | 100.32 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'710 CHF | 60'184 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 99.51 % | 100.30 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'677 CHF | 60'151 CHF | 95.30% | 95.30% |
27.11.2024 | 0.79% | 99.39 % | 100.18 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'627 CHF | 60'101 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 99.49 % | 100.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'656 CHF | 60'130 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 99.39 % | 100.18 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'634 CHF | 60'108 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 99.32 % | 100.11 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'540 CHF | 60'014 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 99.10 % | 99.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'550 CHF | 60'024 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 99.02 % | 99.81 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'475 CHF | 59'949 CHF | 100.00% | 100.00% |