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 | 0.70% | 100.08 % | 100.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'114 CHF | 151'164 CHF | 100.00% | 100.00% |
02.12.2024 | 0.70% | 100.07 % | 100.77 % | 150'000 | 150'000 | 150'000 | 149'988 | 150'098 CHF | 151'136 CHF | 100.00% | 100.00% |
29.11.2024 | 0.70% | 100.00 % | 100.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'910 CHF | 150'960 CHF | 100.00% | 100.00% |
28.11.2024 | 0.70% | 99.91 % | 100.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'857 CHF | 150'907 CHF | 100.00% | 100.00% |
27.11.2024 | 0.70% | 99.81 % | 100.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'681 CHF | 150'731 CHF | 99.73% | 99.73% |
26.11.2024 | 0.70% | 99.79 % | 100.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'702 CHF | 150'752 CHF | 100.00% | 100.00% |
25.11.2024 | 0.70% | 99.81 % | 100.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'718 CHF | 150'768 CHF | 100.00% | 100.00% |
22.11.2024 | 0.70% | 99.74 % | 100.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'631 CHF | 150'681 CHF | 100.00% | 100.00% |
20.11.2024 | 0.70% | 99.53 % | 100.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'421 CHF | 150'471 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 99.45 % | 100.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'193 CHF | 150'243 CHF | 89.36% | 89.36% |