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% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'172 CHF | 502'672 CHF | 99.92% | 99.92% |
02.12.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'040 CHF | 502'540 CHF | 100.00% | 100.00% |
29.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'138 CHF | 502'638 CHF | 100.00% | 100.00% |
28.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'269 CHF | 503'769 CHF | 100.00% | 100.00% |
27.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'944 CHF | 502'444 CHF | 99.91% | 99.91% |
26.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'267 CHF | 503'767 CHF | 100.00% | 100.00% |
25.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'573 CHF | 503'073 CHF | 100.00% | 100.00% |
22.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'163 CHF | 502'663 CHF | 99.90% | 99.90% |
20.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'246 CHF | 501'746 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'043 CHF | 501'543 CHF | 100.00% | 100.00% |