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 | 1.00% | 77.74 % | 78.52 % | 198'000 | 250'000 | 202'064 | 250'000 | 157'511 CHF | 196'820 CHF | 100.00% | 100.00% |
02.12.2024 | 1.00% | 78.27 % | 79.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'340 CHF | 197'305 CHF | 99.88% | 99.88% |
29.11.2024 | 1.00% | 77.71 % | 78.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'019 CHF | 195'969 CHF | 99.95% | 99.95% |
28.11.2024 | 1.00% | 77.86 % | 78.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'337 CHF | 196'289 CHF | 100.00% | 100.00% |
27.11.2024 | 1.00% | 77.41 % | 78.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'236 CHF | 195'182 CHF | 100.00% | 100.00% |
26.11.2024 | 1.00% | 77.22 % | 78.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'857 CHF | 194'797 CHF | 99.99% | 99.99% |
25.11.2024 | 1.00% | 77.18 % | 77.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'673 CHF | 195'623 CHF | 99.46% | 99.46% |
22.11.2024 | 1.00% | 77.69 % | 78.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'886 CHF | 195'836 CHF | 99.84% | 99.84% |
20.11.2024 | 1.00% | 77.81 % | 78.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'165 CHF | 197'125 CHF | 99.83% | 99.83% |
19.11.2024 | 1.00% | 77.92 % | 78.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'522 CHF | 197'486 CHF | 99.74% | 99.74% |