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% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'775 CHF | 256'825 CHF | 100.00% | 100.00% |
02.12.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'725 CHF | 256'775 CHF | 100.00% | 100.00% |
29.11.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'664 CHF | 256'714 CHF | 100.00% | 100.00% |
28.11.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'632 CHF | 256'682 CHF | 100.00% | 100.00% |
27.11.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'554 CHF | 256'604 CHF | 100.00% | 100.00% |
26.11.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'650 CHF | 256'700 CHF | 100.00% | 100.00% |
25.11.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'555 CHF | 256'605 CHF | 99.71% | 99.71% |
22.11.2024 | 0.80% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'487 CHF | 256'537 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'215 CHF | 256'265 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'129 CHF | 256'179 CHF | 100.00% | 100.00% |