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 | 0.17% | 115.80 % | 116.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'190 CHF | 290'690 CHF | 99.92% | 99.92% |
02.12.2024 | 0.17% | 116.10 % | 116.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'968 CHF | 290'468 CHF | 100.00% | 100.00% |
29.11.2024 | 0.35% | 115.70 % | 116.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 288'313 CHF | 289'313 CHF | 100.00% | 100.00% |
28.11.2024 | 0.35% | 115.20 % | 115.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'757 CHF | 288'757 CHF | 100.00% | 100.00% |
27.11.2024 | 0.17% | 114.70 % | 114.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'841 CHF | 287'341 CHF | 99.90% | 99.90% |
26.11.2024 | 0.17% | 114.40 % | 114.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'114 CHF | 286'614 CHF | 100.00% | 100.00% |
25.11.2024 | 0.35% | 114.90 % | 115.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'052 CHF | 288'052 CHF | 100.00% | 100.00% |
22.11.2024 | 0.35% | 115.20 % | 115.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'696 CHF | 288'696 CHF | 99.90% | 99.90% |
20.11.2024 | 0.18% | 113.40 % | 113.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'854 CHF | 285'354 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 113.70 % | 114.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'336 CHF | 285'336 CHF | 100.00% | 100.00% |