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 | 0.91% | 86.86 % | 87.66 % | 250'000 | 237'000 | 250'000 | 237'307 | 217'923 CHF | 208'757 CHF | 99.98% | 99.98% |
02.12.2024 | 0.94% | 86.03 % | 86.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'125 CHF | 213'125 CHF | 99.95% | 99.95% |
29.11.2024 | 0.95% | 84.42 % | 85.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'734 CHF | 210'734 CHF | 99.99% | 99.99% |
28.11.2024 | 0.96% | 82.85 % | 83.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'232 CHF | 210'232 CHF | 100.00% | 100.00% |
27.11.2024 | 0.96% | 81.15 % | 81.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'686 CHF | 208'686 CHF | 99.95% | 99.95% |
26.11.2024 | 0.94% | 83.10 % | 83.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'841 CHF | 213'841 CHF | 99.97% | 99.97% |
25.11.2024 | 0.94% | 85.13 % | 85.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'395 CHF | 213'395 CHF | 99.58% | 99.58% |
22.11.2024 | 0.96% | 83.19 % | 83.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'855 CHF | 208'855 CHF | 99.65% | 99.65% |
20.11.2024 | 0.96% | 81.42 % | 82.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'684 CHF | 208'684 CHF | 99.73% | 99.73% |
19.11.2024 | 0.97% | 82.12 % | 82.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'183 CHF | 208'183 CHF | 99.70% | 99.70% |