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% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'549 CHF | 250'549 CHF | 100.00% | 100.00% |
02.12.2024 | 0.81% | 98.96 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'991 CHF | 246'991 CHF | 99.93% | 99.93% |
29.11.2024 | 0.82% | 97.78 % | 98.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'767 CHF | 245'767 CHF | 100.00% | 100.00% |
28.11.2024 | 0.82% | 97.10 % | 97.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'925 CHF | 244'925 CHF | 100.00% | 100.00% |
27.11.2024 | 0.82% | 95.63 % | 96.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'366 CHF | 244'366 CHF | 99.96% | 99.96% |
26.11.2024 | 0.81% | 97.08 % | 97.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'523 CHF | 247'523 CHF | 99.90% | 99.90% |
25.11.2024 | 0.82% | 98.24 % | 99.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'975 CHF | 245'975 CHF | 99.62% | 99.62% |
22.11.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'794 CHF | 250'794 CHF | 99.94% | 99.94% |
20.11.2024 | 0.80% | 99.12 % | 99.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'884 CHF | 251'888 CHF | 99.91% | 99.91% |
19.11.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'112 CHF | 251'112 CHF | 99.89% | 99.89% |