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 | 0.55% | 90.58 % | 91.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'899 CHF | 456'399 CHF | 100.00% | 100.00% |
02.12.2024 | 0.55% | 91.06 % | 91.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'647 CHF | 457'147 CHF | 100.00% | 100.00% |
29.11.2024 | 0.55% | 90.54 % | 91.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'885 CHF | 454'385 CHF | 100.00% | 100.00% |
28.11.2024 | 0.55% | 90.65 % | 91.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'549 CHF | 455'049 CHF | 100.00% | 100.00% |
27.11.2024 | 0.55% | 90.12 % | 90.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'989 CHF | 452'489 CHF | 99.72% | 99.72% |
26.11.2024 | 0.56% | 89.94 % | 90.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'143 CHF | 451'643 CHF | 99.99% | 99.99% |
25.11.2024 | 0.55% | 89.95 % | 90.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'767 CHF | 453'267 CHF | 100.00% | 100.00% |
22.11.2024 | 0.55% | 90.36 % | 90.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'879 CHF | 453'379 CHF | 100.00% | 100.00% |
20.11.2024 | 0.55% | 90.34 % | 90.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'190 CHF | 455'690 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 90.41 % | 90.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'859 CHF | 455'359 CHF | 89.37% | 89.37% |