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 | 1.03% | 106.20 % | 107.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'040 CHF | 537'540 CHF | 99.92% | 99.92% |
02.12.2024 | 1.03% | 106.50 % | 107.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'016 CHF | 536'516 CHF | 100.00% | 100.00% |
29.11.2024 | 1.04% | 105.70 % | 106.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'184 CHF | 530'684 CHF | 100.00% | 100.00% |
28.11.2024 | 1.04% | 105.00 % | 106.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'152 CHF | 529'652 CHF | 100.00% | 100.00% |
27.11.2024 | 1.05% | 104.10 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'296 CHF | 525'796 CHF | 99.90% | 99.90% |
26.11.2024 | 1.05% | 104.10 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'559 CHF | 527'059 CHF | 100.00% | 100.00% |
25.11.2024 | 1.04% | 104.90 % | 106.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'336 CHF | 530'836 CHF | 100.00% | 100.00% |
22.11.2024 | 1.04% | 105.40 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'034 CHF | 530'534 CHF | 99.63% | 99.63% |
20.11.2024 | 1.05% | 103.10 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'721 CHF | 524'221 CHF | 100.00% | 100.00% |
19.11.2024 | 1.06% | 103.00 % | 104.10 % | 500'000 | 500'000 | 499'961 | 500'000 | 515'192 CHF | 520'732 CHF | 99.86% | 99.86% |