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 | 0.75% | 99.85 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'387 CHF | 503'137 CHF | 100.00% | 100.00% |
02.12.2024 | 0.75% | 99.90 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'418 CHF | 503'168 CHF | 99.89% | 99.89% |
29.11.2024 | 0.75% | 99.82 % | 100.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'656 CHF | 502'406 CHF | 94.97% | 94.97% |
28.11.2024 | 0.75% | 99.80 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'872 CHF | 502'622 CHF | 100.00% | 100.00% |
27.11.2024 | 0.75% | 99.70 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'330 CHF | 502'080 CHF | 100.00% | 100.00% |
26.11.2024 | 0.75% | 99.65 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'049 CHF | 501'799 CHF | 97.99% | 97.99% |
25.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'087 CHF | 501'587 CHF | 100.00% | 100.00% |
22.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'705 CHF | 501'205 CHF | 100.00% | 100.00% |
20.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'259 CHF | 501'759 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'027 CHF | 501'527 CHF | 100.00% | 100.00% |