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% | 99.89 % | 100.68 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'934 CHF | 60'408 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 99.82 % | 100.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'856 CHF | 60'330 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 99.49 % | 100.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'625 CHF | 60'099 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 98.93 % | 99.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'397 CHF | 59'868 CHF | 95.36% | 95.36% |
27.11.2024 | 0.79% | 98.99 % | 99.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'436 CHF | 59'910 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 99.42 % | 100.21 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'622 CHF | 60'096 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 99.30 % | 100.09 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'492 CHF | 59'966 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 101.86 % | 102.67 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'984 CHF | 61'468 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 100.99 % | 101.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'748 CHF | 61'228 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.79 % | 101.59 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'636 CHF | 61'116 CHF | 100.00% | 100.00% |