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% | 100.95 % | 101.75 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'699 CHF | 61'179 CHF | 100.00% | 100.00% |
02.12.2024 | 0.79% | 100.80 % | 101.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'322 CHF | 60'801 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 100.02 % | 100.81 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'929 CHF | 60'403 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 99.66 % | 100.45 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'777 CHF | 60'251 CHF | 95.07% | 95.07% |
27.11.2024 | 0.79% | 99.73 % | 100.52 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'904 CHF | 60'378 CHF | 100.00% | 100.00% |
26.11.2024 | 0.79% | 100.04 % | 100.83 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'982 CHF | 60'458 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 99.92 % | 100.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'928 CHF | 60'402 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 99.05 % | 99.84 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'363 CHF | 59'834 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 98.95 % | 99.73 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'495 CHF | 59'968 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 98.90 % | 99.68 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'328 CHF | 59'798 CHF | 100.00% | 100.00% |