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 | 0.88% | 90.73 % | 91.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'713 CHF | 228'713 CHF | 100.00% | 100.00% |
02.12.2024 | 0.88% | 90.11 % | 90.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'304 CHF | 229'304 CHF | 99.82% | 99.82% |
29.11.2024 | 0.87% | 91.73 % | 92.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'632 CHF | 231'632 CHF | 100.00% | 100.00% |
28.11.2024 | 0.86% | 92.14 % | 92.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'349 CHF | 232'349 CHF | 99.99% | 99.99% |
27.11.2024 | 0.87% | 91.68 % | 92.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'802 CHF | 230'802 CHF | 100.00% | 100.00% |
26.11.2024 | 0.87% | 91.28 % | 92.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'592 CHF | 230'592 CHF | 99.95% | 99.95% |
25.11.2024 | 0.87% | 91.32 % | 92.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'765 CHF | 230'765 CHF | 99.46% | 99.46% |
22.11.2024 | 0.87% | 91.54 % | 92.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'338 CHF | 230'338 CHF | 100.00% | 100.00% |
20.11.2024 | 0.87% | 91.74 % | 92.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'897 CHF | 231'897 CHF | 99.93% | 99.93% |
19.11.2024 | 0.87% | 91.90 % | 92.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'506 CHF | 231'506 CHF | 99.83% | 99.83% |