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% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'962 CHF | 507'462 CHF | 99.92% | 99.92% |
02.12.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'986 CHF | 505'486 CHF | 100.00% | 100.00% |
29.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'115 CHF | 505'615 CHF | 100.00% | 100.00% |
28.11.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'033 CHF | 505'533 CHF | 100.00% | 100.00% |
27.11.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'604 CHF | 505'104 CHF | 99.91% | 99.91% |
26.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'305 CHF | 504'805 CHF | 100.00% | 100.00% |
25.11.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'023 CHF | 507'523 CHF | 100.00% | 100.00% |
22.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'454 CHF | 506'954 CHF | 99.90% | 99.90% |
20.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'763 CHF | 507'263 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'268 CHF | 505'768 CHF | 100.00% | 100.00% |