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 | 0.95% | 104.98 % | 105.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'379 CHF | 264'879 CHF | 100.00% | 100.00% |
02.12.2024 | 0.95% | 105.00 % | 106.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'491 CHF | 264'991 CHF | 100.00% | 100.00% |
29.11.2024 | 0.95% | 104.94 % | 105.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'286 CHF | 264'786 CHF | 100.00% | 100.00% |
28.11.2024 | 0.95% | 104.89 % | 105.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'223 CHF | 264'723 CHF | 100.00% | 100.00% |
27.11.2024 | 0.95% | 104.86 % | 105.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'176 CHF | 264'676 CHF | 100.00% | 100.00% |
26.11.2024 | 0.95% | 104.87 % | 105.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'208 CHF | 264'708 CHF | 100.00% | 100.00% |
25.11.2024 | 0.95% | 104.88 % | 105.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'200 CHF | 264'700 CHF | 99.53% | 99.53% |
22.11.2024 | 0.95% | 104.88 % | 105.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'174 CHF | 264'674 CHF | 100.00% | 100.00% |
20.11.2024 | 0.95% | 104.80 % | 105.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'000 CHF | 264'500 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 104.79 % | 105.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'991 CHF | 264'491 CHF | 100.00% | 100.00% |