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 | 0.80% | 108.25 % | 109.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'493 CHF | 272'668 CHF | 100.00% | 100.00% |
02.12.2024 | 0.80% | 108.23 % | 109.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'354 CHF | 272'529 CHF | 100.00% | 100.00% |
29.11.2024 | 0.80% | 107.87 % | 108.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'413 CHF | 271'583 CHF | 100.00% | 100.00% |
28.11.2024 | 0.80% | 107.65 % | 108.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'070 CHF | 271'220 CHF | 100.00% | 100.00% |
27.11.2024 | 0.80% | 107.47 % | 108.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'757 CHF | 270'907 CHF | 100.00% | 100.00% |
26.11.2024 | 0.80% | 107.55 % | 108.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'945 CHF | 271'095 CHF | 100.00% | 100.00% |
25.11.2024 | 0.80% | 107.67 % | 108.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'231 CHF | 271'394 CHF | 99.86% | 99.86% |
22.11.2024 | 0.80% | 107.56 % | 108.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'631 CHF | 270'781 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 106.98 % | 107.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'745 CHF | 269'895 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 107.04 % | 107.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'553 CHF | 269'703 CHF | 100.00% | 100.00% |