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% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'157 CHF | 254'182 CHF | 100.00% | 100.00% |
02.12.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'186 CHF | 251'186 CHF | 99.97% | 99.97% |
29.11.2024 | 0.81% | 99.75 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'069 CHF | 249'069 CHF | 99.90% | 99.90% |
28.11.2024 | 0.80% | 98.70 % | 99.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'099 CHF | 251'101 CHF | 100.00% | 100.00% |
27.11.2024 | 0.81% | 97.85 % | 98.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'367 CHF | 247'367 CHF | 99.91% | 99.91% |
26.11.2024 | 0.81% | 98.55 % | 99.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'071 CHF | 249'071 CHF | 100.00% | 100.00% |
25.11.2024 | 0.80% | 99.37 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'418 CHF | 250'418 CHF | 99.55% | 99.55% |
22.11.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'871 CHF | 247'871 CHF | 99.94% | 99.94% |
20.11.2024 | 0.82% | 96.61 % | 97.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'109 CHF | 245'109 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 96.92 % | 97.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'040 CHF | 245'040 CHF | 99.89% | 99.89% |