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 | 0.48% | 104.22 % | 104.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'100 CHF | 523'600 CHF | 100.00% | 100.00% |
02.12.2024 | 0.48% | 104.22 % | 104.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'100 CHF | 523'600 CHF | 100.00% | 100.00% |
29.11.2024 | 0.48% | 104.21 % | 104.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'050 CHF | 523'550 CHF | 100.00% | 100.00% |
28.11.2024 | 0.48% | 104.21 % | 104.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'050 CHF | 523'550 CHF | 100.00% | 100.00% |
27.11.2024 | 0.48% | 104.20 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'000 CHF | 523'500 CHF | 99.72% | 99.72% |
26.11.2024 | 0.48% | 104.20 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'000 CHF | 523'500 CHF | 100.00% | 100.00% |
25.11.2024 | 0.48% | 104.20 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'000 CHF | 523'500 CHF | 100.00% | 100.00% |
22.11.2024 | 0.48% | 104.19 % | 104.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'950 CHF | 523'450 CHF | 100.00% | 100.00% |
20.11.2024 | 0.48% | 104.18 % | 104.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'900 CHF | 523'400 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.18 % | 104.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'900 CHF | 523'400 CHF | 89.37% | 89.37% |