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% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'280 CHF | 256'330 CHF | 100.00% | 100.00% |
02.12.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'069 CHF | 256'119 CHF | 100.00% | 100.00% |
29.11.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'477 CHF | 255'502 CHF | 100.00% | 100.00% |
28.11.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'482 CHF | 255'508 CHF | 100.00% | 100.00% |
27.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'228 CHF | 255'253 CHF | 100.00% | 100.00% |
26.11.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'249 CHF | 255'274 CHF | 100.00% | 100.00% |
25.11.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'921 CHF | 254'946 CHF | 99.65% | 99.65% |
22.11.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'362 CHF | 254'387 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'112 CHF | 254'137 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'979 CHF | 254'004 CHF | 100.00% | 100.00% |