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 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'420 CHF | 510'420 CHF | 99.77% | 99.77% |
02.12.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'940 CHF | 509'940 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'275 CHF | 507'275 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'977 CHF | 507'977 CHF | 100.00% | 100.00% |
27.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'794 CHF | 505'794 CHF | 99.91% | 99.91% |
26.11.2024 | 0.80% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'693 CHF | 503'693 CHF | 100.00% | 100.00% |
25.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'794 CHF | 509'794 CHF | 100.00% | 100.00% |
22.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'193 CHF | 508'193 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'482 CHF | 507'482 CHF | 98.59% | 98.59% |
19.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'585 CHF | 504'585 CHF | 100.00% | 100.00% |