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% | 105.83 % | 106.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'730 CHF | 266'855 CHF | 100.00% | 100.00% |
02.12.2024 | 0.80% | 105.87 % | 106.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'535 CHF | 266'660 CHF | 100.00% | 100.00% |
29.11.2024 | 0.80% | 105.60 % | 106.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'494 CHF | 265'619 CHF | 100.00% | 100.00% |
28.11.2024 | 0.80% | 105.36 % | 106.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'330 CHF | 265'454 CHF | 100.00% | 100.00% |
27.11.2024 | 0.80% | 105.06 % | 105.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'614 CHF | 264'714 CHF | 100.00% | 100.00% |
26.11.2024 | 0.80% | 105.09 % | 105.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'974 CHF | 265'085 CHF | 99.99% | 99.99% |
25.11.2024 | 0.80% | 105.35 % | 106.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'512 CHF | 265'637 CHF | 99.69% | 99.69% |
22.11.2024 | 0.80% | 105.49 % | 106.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'356 CHF | 265'473 CHF | 99.81% | 99.81% |
20.11.2024 | 0.80% | 104.68 % | 105.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'322 CHF | 264'422 CHF | 99.86% | 99.86% |
19.11.2024 | 0.80% | 104.64 % | 105.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'553 CHF | 263'653 CHF | 100.00% | 100.00% |