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 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'916 CHF | 482'916 CHF | 99.92% | 99.92% |
02.12.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'197 CHF | 482'197 CHF | 100.00% | 100.00% |
29.11.2024 | 1.05% | 95.20 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'105 CHF | 480'105 CHF | 100.00% | 100.00% |
28.11.2024 | 1.04% | 95.30 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'958 CHF | 481'958 CHF | 100.00% | 100.00% |
27.11.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'129 CHF | 477'129 CHF | 99.90% | 99.90% |
26.11.2024 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'841 CHF | 481'841 CHF | 99.36% | 99.36% |
25.11.2024 | 1.05% | 95.40 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'408 CHF | 479'408 CHF | 100.00% | 100.00% |
22.11.2024 | 1.06% | 94.50 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'865 CHF | 475'865 CHF | 99.90% | 99.90% |
20.11.2024 | 0.86% | 92.50 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'598 CHF | 469'598 CHF | 99.37% | 99.37% |
19.11.2024 | 1.07% | 92.50 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'388 CHF | 469'388 CHF | 100.00% | 100.00% |