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 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 499'859 | 499'859 | 500'986 CHF | 501'986 CHF | 100.00% | 100.00% |
02.12.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'314 CHF | 502'314 CHF | 100.00% | 100.00% |
29.11.2024 | 0.40% | 100.00 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'495 CHF | 501'495 CHF | 100.00% | 100.00% |
28.11.2024 | 0.40% | 100.00 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'242 CHF | 502'242 CHF | 100.00% | 100.00% |
27.11.2024 | 0.40% | 99.60 % | 100.00 % | 500'000 | 500'000 | 499'850 | 499'850 | 498'511 CHF | 500'511 CHF | 100.00% | 100.00% |
26.11.2024 | 0.40% | 100.10 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'819 CHF | 502'819 CHF | 100.00% | 100.00% |
25.11.2024 | 0.40% | 100.10 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'790 CHF | 501'790 CHF | 100.00% | 100.00% |
22.11.2024 | 0.40% | 99.90 % | 100.30 % | 500'000 | 500'000 | 499'826 | 499'826 | 498'751 CHF | 500'751 CHF | 100.00% | 100.00% |
20.11.2024 | 0.40% | 99.10 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'939 CHF | 498'939 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 99.20 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'973 CHF | 498'973 CHF | 100.00% | 100.00% |