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 | 0.95% | 104.24 % | 105.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'364 CHF | 526'364 CHF | 100.00% | 100.00% |
02.12.2024 | 0.95% | 104.33 % | 105.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'093 CHF | 526'093 CHF | 100.00% | 100.00% |
29.11.2024 | 0.96% | 104.10 % | 105.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'440 CHF | 524'440 CHF | 100.00% | 100.00% |
28.11.2024 | 0.96% | 103.82 % | 104.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'975 CHF | 523'975 CHF | 100.00% | 100.00% |
27.11.2024 | 0.96% | 102.58 % | 103.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'255 CHF | 523'255 CHF | 11.02% | 11.02% |
26.11.2024 | 0.96% | 103.63 % | 104.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'478 CHF | 523'478 CHF | 100.00% | 100.00% |
25.11.2024 | 0.96% | 103.89 % | 104.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'552 CHF | 524'552 CHF | 100.00% | 100.00% |
22.11.2024 | 0.96% | 103.95 % | 104.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'167 CHF | 524'167 CHF | 100.00% | 100.00% |
20.11.2024 | 0.96% | 103.25 % | 104.25 % | 500'000 | 500'000 | 499'978 | 500'000 | 516'997 CHF | 522'020 CHF | 99.99% | 99.99% |
19.11.2024 | 0.96% | 103.24 % | 104.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'152 CHF | 521'152 CHF | 89.37% | 89.37% |