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% | 98.95 % | 99.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'536 CHF | 249'536 CHF | 100.00% | 100.00% |
02.12.2024 | 0.81% | 98.93 % | 99.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'071 CHF | 249'071 CHF | 100.00% | 100.00% |
29.11.2024 | 0.81% | 98.63 % | 99.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'473 CHF | 248'473 CHF | 100.00% | 100.00% |
28.11.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'527 CHF | 248'527 CHF | 100.00% | 100.00% |
27.11.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'257 CHF | 248'257 CHF | 100.00% | 100.00% |
26.11.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'449 CHF | 248'449 CHF | 100.00% | 100.00% |
25.11.2024 | 0.81% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'208 CHF | 248'208 CHF | 99.66% | 99.66% |
22.11.2024 | 0.81% | 98.25 % | 99.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'709 CHF | 247'709 CHF | 100.00% | 100.00% |
20.11.2024 | 0.81% | 97.90 % | 98.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'182 CHF | 247'182 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.86 % | 98.66 % | 250'000 | 220'000 | 250'000 | 241'612 | 244'914 CHF | 238'643 CHF | 100.00% | 100.00% |