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% | 97.97 % | 98.75 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'709 CHF | 69'255 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 98.10 % | 98.88 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'648 CHF | 69'194 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 98.74 % | 99.52 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'303 CHF | 68'843 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 96.69 % | 97.46 % | 70'000 | 70'000 | 70'000 | 70'000 | 67'928 CHF | 68'467 CHF | 95.15% | 95.15% |
27.11.2024 | 0.79% | 96.91 % | 97.68 % | 70'000 | 70'000 | 70'000 | 70'000 | 67'829 CHF | 68'368 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 97.41 % | 98.18 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'401 CHF | 68'944 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 97.65 % | 98.42 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'271 CHF | 68'811 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 97.55 % | 98.32 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'571 CHF | 69'116 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 98.37 % | 99.15 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'792 CHF | 69'338 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 97.62 % | 98.39 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'242 CHF | 68'782 CHF | 100.00% | 100.00% |