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 | 0.86% | 92.83 % | 93.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'164 CHF | 234'164 CHF | 100.00% | 100.00% |
02.12.2024 | 0.86% | 92.15 % | 92.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'800 CHF | 234'800 CHF | 99.93% | 99.93% |
29.11.2024 | 0.84% | 94.37 % | 95.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'615 CHF | 238'615 CHF | 99.90% | 99.90% |
28.11.2024 | 0.84% | 94.81 % | 95.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'059 CHF | 239'059 CHF | 100.00% | 100.00% |
27.11.2024 | 0.85% | 94.22 % | 95.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'169 CHF | 237'169 CHF | 100.00% | 100.00% |
26.11.2024 | 0.84% | 94.04 % | 94.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'840 CHF | 237'840 CHF | 99.99% | 99.99% |
25.11.2024 | 0.84% | 94.05 % | 94.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'841 CHF | 237'841 CHF | 99.58% | 99.58% |
22.11.2024 | 0.84% | 94.59 % | 95.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'018 CHF | 238'018 CHF | 100.00% | 100.00% |
20.11.2024 | 0.84% | 94.46 % | 95.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'297 CHF | 238'297 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 94.44 % | 95.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'368 CHF | 237'368 CHF | 99.78% | 99.78% |