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 | 0.69% | 114.70 % | 115.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 574'534 CHF | 578'534 CHF | 99.78% | 99.78% |
02.12.2024 | 0.70% | 114.00 % | 114.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 571'680 CHF | 575'680 CHF | 100.00% | 100.00% |
29.11.2024 | 0.70% | 114.50 % | 115.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 568'679 CHF | 572'679 CHF | 100.00% | 100.00% |
28.11.2024 | 0.70% | 113.80 % | 114.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 567'619 CHF | 571'619 CHF | 100.00% | 100.00% |
27.11.2024 | 0.71% | 113.00 % | 113.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 563'547 CHF | 567'547 CHF | 99.91% | 99.91% |
26.11.2024 | 0.70% | 113.30 % | 114.10 % | 500'000 | 500'000 | 499'957 | 500'000 | 568'212 CHF | 572'261 CHF | 99.36% | 99.36% |
25.11.2024 | 0.70% | 114.20 % | 115.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 569'283 CHF | 573'283 CHF | 100.00% | 100.00% |
22.11.2024 | 0.70% | 113.80 % | 114.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 568'494 CHF | 572'494 CHF | 100.00% | 100.00% |
20.11.2024 | 0.69% | 115.30 % | 116.10 % | 500'000 | 500'000 | 499'760 | 500'000 | 578'894 CHF | 583'170 CHF | 97.95% | 97.95% |
19.11.2024 | 0.69% | 115.60 % | 116.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 576'854 CHF | 580'854 CHF | 100.00% | 100.00% |