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 | 0.99% | 100.00 % | 101.00 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'566 CHF | 101'313 CHF | 99.77% | 99.77% |
02.12.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 495'987 CHF | 100'197 CHF | 100.00% | 100.00% |
29.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 498'732 CHF | 100'546 CHF | 100.00% | 100.00% |
28.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 493'802 CHF | 99'560 CHF | 100.00% | 100.00% |
27.11.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 493'197 CHF | 99'640 CHF | 99.90% | 99.90% |
26.11.2024 | 1.00% | 98.90 % | 99.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 495'315 CHF | 100'063 CHF | 99.36% | 99.36% |
25.11.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 494'231 CHF | 99'646 CHF | 100.00% | 100.00% |
22.11.2024 | 1.02% | 98.60 % | 99.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 489'649 CHF | 98'930 CHF | 100.00% | 100.00% |
20.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 100'000 | 500'000 | 100'000 | 491'603 CHF | 99'121 CHF | 97.94% | 97.94% |
19.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 489'523 CHF | 98'705 CHF | 100.00% | 100.00% |