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 | 0.86% | 91.78 % | 92.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'375 CHF | 233'375 CHF | 100.00% | 100.00% |
02.12.2024 | 0.87% | 91.69 % | 92.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'692 CHF | 229'692 CHF | 100.00% | 100.00% |
29.11.2024 | 0.86% | 92.82 % | 93.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'044 CHF | 233'044 CHF | 100.00% | 100.00% |
28.11.2024 | 0.87% | 91.03 % | 91.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'039 CHF | 230'039 CHF | 100.00% | 100.00% |
27.11.2024 | 0.86% | 92.75 % | 93.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'576 CHF | 232'576 CHF | 100.00% | 100.00% |
26.11.2024 | 0.86% | 92.56 % | 93.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'891 CHF | 233'891 CHF | 99.97% | 99.97% |
25.11.2024 | 0.87% | 92.68 % | 93.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'106 CHF | 232'106 CHF | 99.64% | 99.64% |
22.11.2024 | 0.88% | 91.27 % | 92.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'036 CHF | 229'036 CHF | 100.00% | 100.00% |
20.11.2024 | 0.87% | 91.78 % | 92.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'902 CHF | 231'902 CHF | 99.96% | 99.96% |
19.11.2024 | 0.86% | 92.43 % | 93.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'036 CHF | 233'036 CHF | 99.97% | 99.97% |