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% | 104.19 % | 104.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'903 CHF | 523'403 CHF | 100.00% | 100.00% |
02.12.2024 | 0.48% | 104.18 % | 104.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'900 CHF | 523'400 CHF | 100.00% | 100.00% |
29.11.2024 | 0.48% | 104.18 % | 104.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'900 CHF | 523'400 CHF | 100.00% | 100.00% |
28.11.2024 | 0.48% | 104.18 % | 104.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'900 CHF | 523'400 CHF | 100.00% | 100.00% |
27.11.2024 | 0.48% | 104.17 % | 104.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'850 CHF | 523'350 CHF | 99.72% | 99.72% |
26.11.2024 | 0.48% | 104.16 % | 104.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'800 CHF | 523'300 CHF | 100.00% | 100.00% |
25.11.2024 | 0.48% | 104.16 % | 104.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'800 CHF | 523'300 CHF | 100.00% | 100.00% |
22.11.2024 | 0.48% | 104.16 % | 104.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'800 CHF | 523'300 CHF | 100.00% | 100.00% |
20.11.2024 | 0.48% | 104.14 % | 104.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'700 CHF | 523'200 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.14 % | 104.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'698 CHF | 523'198 CHF | 89.37% | 89.37% |