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 | 0.81% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'930 CHF | 246'930 CHF | 100.00% | 100.00% |
02.12.2024 | 0.81% | 97.50 % | 98.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'632 CHF | 246'632 CHF | 99.92% | 99.92% |
29.11.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 240'000 | 250'000 | 242'088 | 245'619 CHF | 239'783 CHF | 100.00% | 100.00% |
28.11.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'915 CHF | 247'915 CHF | 100.00% | 100.00% |
27.11.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'096 CHF | 247'096 CHF | 100.00% | 100.00% |
26.11.2024 | 0.81% | 98.01 % | 98.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'051 CHF | 247'051 CHF | 100.00% | 100.00% |
25.11.2024 | 0.81% | 97.98 % | 98.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'935 CHF | 246'935 CHF | 99.61% | 99.61% |
22.11.2024 | 0.81% | 98.00 % | 98.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'999 CHF | 246'999 CHF | 99.84% | 99.84% |
20.11.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'120 CHF | 252'120 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'527 CHF | 251'530 CHF | 99.98% | 99.98% |