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 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'551 CHF | 514'551 CHF | 99.77% | 99.77% |
02.12.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'904 CHF | 514'904 CHF | 100.00% | 100.00% |
29.11.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'409 CHF | 514'409 CHF | 100.00% | 100.00% |
28.11.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'500 CHF | 514'500 CHF | 100.00% | 100.00% |
27.11.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'471 CHF | 514'471 CHF | 99.90% | 99.90% |
26.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'482 CHF | 514'482 CHF | 99.37% | 99.37% |
25.11.2024 | 0.97% | 102.10 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'500 CHF | 515'500 CHF | 100.00% | 100.00% |
22.11.2024 | 0.98% | 102.10 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'289 CHF | 515'289 CHF | 100.00% | 100.00% |
20.11.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'730 CHF | 515'730 CHF | 97.95% | 97.95% |
19.11.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'418 CHF | 514'418 CHF | 100.00% | 100.00% |