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 | 0.75% | 100.11 % | 100.86 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'219 CHF | 199'703 CHF | 100.00% | 100.00% |
02.12.2024 | 0.75% | 100.04 % | 100.79 % | 199'000 | 198'000 | 199'021 | 198'000 | 199'098 CHF | 199'561 CHF | 100.00% | 100.00% |
29.11.2024 | 0.75% | 99.87 % | 100.62 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'740 CHF | 199'228 CHF | 100.00% | 100.00% |
28.11.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'720 CHF | 199'208 CHF | 100.00% | 100.00% |
27.11.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'720 CHF | 199'208 CHF | 100.00% | 100.00% |
26.11.2024 | 0.75% | 99.93 % | 100.68 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'860 CHF | 199'346 CHF | 100.00% | 100.00% |
25.11.2024 | 0.75% | 99.88 % | 100.63 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'760 CHF | 199'247 CHF | 100.00% | 100.00% |
22.11.2024 | 0.75% | 99.82 % | 100.57 % | 200'000 | 198'000 | 200'000 | 198'401 | 199'536 CHF | 199'428 CHF | 100.00% | 100.00% |
20.11.2024 | 0.75% | 99.70 % | 100.45 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'400 CHF | 199'896 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 99.67 % | 100.42 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'340 CHF | 199'836 CHF | 100.00% | 100.00% |