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% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'126 CHF | 497'626 CHF | 99.92% | 99.92% |
02.12.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'765 CHF | 497'265 CHF | 100.00% | 100.00% |
29.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'973 CHF | 496'473 CHF | 100.00% | 100.00% |
28.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'047 CHF | 498'547 CHF | 100.00% | 100.00% |
27.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'976 CHF | 495'476 CHF | 99.90% | 99.90% |
26.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'476 CHF | 497'976 CHF | 100.00% | 100.00% |
25.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'894 CHF | 496'394 CHF | 100.00% | 100.00% |
22.11.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'748 CHF | 495'248 CHF | 99.90% | 99.90% |
20.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'019 CHF | 493'519 CHF | 99.37% | 99.37% |
19.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'312 CHF | 492'812 CHF | 100.00% | 100.00% |