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% | 92.55 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'030 CHF | 466'280 CHF | 99.38% | 99.38% |
02.12.2024 | 0.48% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'642 CHF | 465'892 CHF | 98.68% | 98.68% |
29.11.2024 | 0.50% | 92.75 % | 93.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'503 CHF | 463'803 CHF | 99.38% | 99.38% |
28.11.2024 | 0.49% | 92.20 % | 92.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'238 CHF | 462'488 CHF | 99.38% | 99.38% |
27.11.2024 | 0.49% | 91.70 % | 92.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'530 CHF | 460'780 CHF | 99.16% | 99.16% |
26.11.2024 | 0.49% | 91.55 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'551 CHF | 459'801 CHF | 98.45% | 98.45% |
25.11.2024 | 0.49% | 92.20 % | 92.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'565 CHF | 462'815 CHF | 98.80% | 98.80% |
22.11.2024 | 0.49% | 92.45 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'967 CHF | 464'217 CHF | 99.30% | 99.30% |
20.11.2024 | 0.49% | 90.75 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'699 CHF | 458'949 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 91.05 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'822 CHF | 458'072 CHF | 99.37% | 99.37% |