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% | 103.55 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'193 CHF | 260'267 CHF | 99.89% | 99.89% |
02.12.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 230'000 | 250'000 | 249'059 | 256'396 CHF | 257'484 CHF | 99.89% | 99.89% |
29.11.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'247 CHF | 252'263 CHF | 100.00% | 100.00% |
28.11.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'866 CHF | 251'868 CHF | 100.00% | 100.00% |
27.11.2024 | 0.80% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'376 CHF | 252'393 CHF | 99.93% | 99.93% |
26.11.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 190'000 | 250'000 | 244'310 | 249'140 CHF | 245'386 CHF | 99.83% | 99.83% |
25.11.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'985 CHF | 260'056 CHF | 99.39% | 99.39% |
22.11.2024 | 0.82% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'946 CHF | 245'948 CHF | 95.89% | 95.89% |
20.11.2024 | 0.83% | 95.33 % | 96.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'409 CHF | 243'409 CHF | 99.98% | 99.98% |
19.11.2024 | 0.83% | 97.14 % | 97.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'104 CHF | 242'104 CHF | 99.43% | 99.43% |