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% | 110.13 % | 111.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'776 CHF | 277'998 CHF | 100.00% | 100.00% |
02.12.2024 | 0.80% | 110.39 % | 111.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'575 CHF | 277'790 CHF | 100.00% | 100.00% |
29.11.2024 | 0.80% | 110.16 % | 111.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'350 CHF | 276'550 CHF | 100.00% | 100.00% |
28.11.2024 | 0.80% | 109.48 % | 110.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'390 CHF | 275'590 CHF | 99.98% | 99.98% |
27.11.2024 | 0.80% | 108.79 % | 109.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'129 CHF | 274'310 CHF | 100.00% | 100.00% |
26.11.2024 | 0.80% | 108.65 % | 109.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'541 CHF | 273'720 CHF | 100.00% | 100.00% |
25.11.2024 | 0.80% | 109.24 % | 110.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'010 CHF | 275'210 CHF | 99.56% | 99.56% |
22.11.2024 | 0.80% | 109.48 % | 110.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'394 CHF | 275'593 CHF | 99.93% | 99.93% |
20.11.2024 | 0.80% | 107.76 % | 108.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'940 CHF | 273'115 CHF | 99.97% | 99.97% |
19.11.2024 | 0.80% | 108.15 % | 109.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'615 CHF | 272'790 CHF | 99.95% | 99.95% |