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 | 0.87% | 91.73 % | 92.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'717 CHF | 231'717 CHF | 100.00% | 100.00% |
02.12.2024 | 0.87% | 92.05 % | 92.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'822 CHF | 231'822 CHF | 99.98% | 99.98% |
29.11.2024 | 0.87% | 91.62 % | 92.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'547 CHF | 230'547 CHF | 100.00% | 100.00% |
28.11.2024 | 0.87% | 91.56 % | 92.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'603 CHF | 230'603 CHF | 100.00% | 100.00% |
27.11.2024 | 0.88% | 91.06 % | 91.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'555 CHF | 229'555 CHF | 100.00% | 100.00% |
26.11.2024 | 0.88% | 90.89 % | 91.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'988 CHF | 228'988 CHF | 99.97% | 99.97% |
25.11.2024 | 0.87% | 90.95 % | 91.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'668 CHF | 229'668 CHF | 99.69% | 99.69% |
22.11.2024 | 0.87% | 91.26 % | 92.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'862 CHF | 229'862 CHF | 99.75% | 99.75% |
20.11.2024 | 0.87% | 90.78 % | 91.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'804 CHF | 229'804 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 90.81 % | 91.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'628 CHF | 229'628 CHF | 99.64% | 99.64% |