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 | 0.77% | 103.69 % | 104.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'569 CHF | 522'569 CHF | 100.00% | 100.00% |
02.12.2024 | 0.77% | 103.78 % | 104.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'518 CHF | 522'518 CHF | 100.00% | 100.00% |
29.11.2024 | 0.77% | 103.57 % | 104.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'158 CHF | 521'158 CHF | 100.00% | 100.00% |
28.11.2024 | 0.77% | 103.40 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'902 CHF | 520'902 CHF | 100.00% | 100.00% |
27.11.2024 | 0.77% | 103.20 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'183 CHF | 520'183 CHF | 99.73% | 99.73% |
26.11.2024 | 0.77% | 103.22 % | 104.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'521 CHF | 520'521 CHF | 100.00% | 100.00% |
25.11.2024 | 0.77% | 103.37 % | 104.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'011 CHF | 521'011 CHF | 100.00% | 100.00% |
22.11.2024 | 0.77% | 103.45 % | 104.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'967 CHF | 520'967 CHF | 100.00% | 100.00% |
20.11.2024 | 0.77% | 103.02 % | 103.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'646 CHF | 519'646 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 103.01 % | 103.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'001 CHF | 519'001 CHF | 89.37% | 89.37% |