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% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'075 CHF | 259'150 CHF | 100.00% | 100.00% |
02.12.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'026 CHF | 259'101 CHF | 100.00% | 100.00% |
29.11.2024 | 0.80% | 102.76 % | 103.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'833 CHF | 258'908 CHF | 100.00% | 100.00% |
28.11.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'925 CHF | 259'000 CHF | 100.00% | 100.00% |
27.11.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'850 CHF | 258'925 CHF | 100.00% | 100.00% |
26.11.2024 | 0.80% | 102.75 % | 103.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'760 CHF | 258'812 CHF | 100.00% | 100.00% |
25.11.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'512 CHF | 258'562 CHF | 99.67% | 99.67% |
22.11.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'527 CHF | 258'577 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 102.46 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'346 CHF | 258'396 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.50 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'099 CHF | 258'149 CHF | 100.00% | 100.00% |