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 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'982 CHF | 508'482 CHF | 99.92% | 99.92% |
02.12.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'241 CHF | 508'741 CHF | 100.00% | 100.00% |
29.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'025 CHF | 508'525 CHF | 100.00% | 100.00% |
28.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'703 CHF | 508'203 CHF | 100.00% | 100.00% |
27.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'582 CHF | 507'082 CHF | 99.90% | 99.90% |
26.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'070 CHF | 506'570 CHF | 99.36% | 99.36% |
25.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'556 CHF | 507'056 CHF | 100.00% | 100.00% |
22.11.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'404 CHF | 506'904 CHF | 99.90% | 99.90% |
20.11.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'012 CHF | 506'512 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'534 CHF | 506'034 CHF | 100.00% | 100.00% |