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% | 101.49 % | 102.31 % | 250'000 | 230'000 | 250'000 | 244'848 | 254'591 CHF | 251'364 CHF | 99.99% | 99.99% |
02.12.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'967 CHF | 257'016 CHF | 99.85% | 99.85% |
29.11.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'764 CHF | 255'804 CHF | 99.99% | 99.99% |
28.11.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 147'000 | 250'000 | 188'128 | 253'215 CHF | 192'133 CHF | 100.00% | 100.00% |
27.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'577 CHF | 252'590 CHF | 100.00% | 100.00% |
26.11.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'479 CHF | 251'484 CHF | 100.00% | 100.00% |