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% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'156 CHF | 257'206 CHF | 99.98% | 99.98% |
02.12.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'488 CHF | 257'538 CHF | 100.00% | 100.00% |
29.11.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'516 CHF | 256'566 CHF | 100.00% | 100.00% |
28.11.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'391 CHF | 256'441 CHF | 100.00% | 100.00% |
27.11.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'003 CHF | 255'028 CHF | 99.92% | 99.92% |
26.11.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'992 CHF | 255'017 CHF | 100.00% | 100.00% |
25.11.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'711 CHF | 255'751 CHF | 99.76% | 99.76% |
22.11.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'962 CHF | 256'002 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'320 CHF | 253'344 CHF | 99.95% | 99.95% |
19.11.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'965 CHF | 252'984 CHF | 99.92% | 99.92% |