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 | 1.81% | 88.74 % | 90.37 % | 250'000 | 250'000 | 260'857 | 260'857 | 230'872 CHF | 235'011 CHF | 99.92% | 99.92% |
02.12.2024 | 0.95% | 87.69 % | 88.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'730 CHF | 439'886 CHF | 100.00% | 100.00% |
29.11.2024 | 0.98% | 85.99 % | 86.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'050 CHF | 432'268 CHF | 100.00% | 100.00% |
28.11.2024 | 0.97% | 85.59 % | 86.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'093 CHF | 432'250 CHF | 100.00% | 100.00% |
27.11.2024 | 1.08% | 84.69 % | 85.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'386 CHF | 428'987 CHF | 99.90% | 99.90% |
26.11.2024 | 0.96% | 85.99 % | 86.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'374 CHF | 435'523 CHF | 100.00% | 100.00% |
25.11.2024 | 0.89% | 87.39 % | 88.12 % | 500'000 | 500'000 | 499'119 | 499'119 | 436'006 CHF | 439'901 CHF | 100.00% | 100.00% |
22.11.2024 | 0.93% | 86.99 % | 87.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'081 CHF | 437'134 CHF | 99.90% | 99.90% |
20.11.2024 | 1.07% | 86.29 % | 87.02 % | 500'000 | 500'000 | 443'456 | 443'456 | 385'773 CHF | 389'550 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 86.59 % | 87.32 % | 500'000 | 500'000 | 472'960 | 472'960 | 409'779 CHF | 413'558 CHF | 100.00% | 100.00% |