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 | 0.83% | 96.04 % | 96.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'269 CHF | 242'269 CHF | 99.97% | 99.97% |
02.12.2024 | 0.83% | 95.78 % | 96.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'623 CHF | 240'623 CHF | 99.97% | 99.97% |
29.11.2024 | 0.84% | 95.85 % | 96.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'353 CHF | 240'353 CHF | 99.95% | 99.95% |
28.11.2024 | 0.83% | 95.35 % | 96.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'116 CHF | 241'116 CHF | 100.00% | 100.00% |
27.11.2024 | 0.84% | 94.59 % | 95.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'719 CHF | 238'719 CHF | 99.96% | 99.96% |
26.11.2024 | 0.84% | 95.11 % | 95.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'175 CHF | 240'175 CHF | 100.00% | 100.00% |
25.11.2024 | 0.83% | 95.58 % | 96.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'745 CHF | 240'745 CHF | 99.44% | 99.44% |
22.11.2024 | 0.84% | 94.93 % | 95.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'841 CHF | 238'841 CHF | 99.91% | 99.91% |
20.11.2024 | 0.84% | 94.07 % | 94.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'861 CHF | 238'861 CHF | 99.90% | 99.90% |
19.11.2024 | 0.84% | 94.85 % | 95.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'060 CHF | 239'060 CHF | 99.45% | 99.45% |