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 | 0.92% | 101.50 % | 102.00 % | 500'000 | 500'000 | 127'918 | 127'918 | 129'802 CHF | 130'551 CHF | 99.92% | 99.92% |
02.12.2024 | 0.51% | 101.50 % | 102.00 % | 500'000 | 500'000 | 145'040 | 141'287 | 147'216 CHF | 144'116 CHF | 99.80% | 99.80% |
29.11.2024 | 0.51% | 101.50 % | 102.00 % | 500'000 | 500'000 | 144'824 | 144'824 | 146'997 CHF | 147'724 CHF | 100.00% | 100.00% |
28.11.2024 | 0.53% | 101.50 % | 102.00 % | 50'000 | 50'000 | 48'669 | 48'669 | 49'398 CHF | 49'644 CHF | 100.00% | 100.00% |
27.11.2024 | 0.68% | 101.40 % | 102.11 % | 350'000 | 350'000 | 103'982 | 103'982 | 105'441 CHF | 106'173 CHF | 99.52% | 99.52% |
26.11.2024 | 0.51% | 101.50 % | 102.00 % | 500'000 | 500'000 | 142'582 | 142'582 | 144'711 CHF | 145'428 CHF | 99.37% | 99.37% |
25.11.2024 | 0.51% | 101.50 % | 102.00 % | 500'000 | 500'000 | 144'844 | 144'844 | 146'989 CHF | 147'716 CHF | 100.00% | 100.00% |
22.11.2024 | 0.51% | 101.40 % | 101.90 % | 500'000 | 500'000 | 144'942 | 144'942 | 146'971 CHF | 147'700 CHF | 99.90% | 99.90% |
20.11.2024 | 0.50% | 101.40 % | 101.90 % | 500'000 | 500'000 | 145'807 | 145'807 | 147'848 CHF | 148'579 CHF | 99.01% | 99.01% |
19.11.2024 | 0.51% | 101.40 % | 101.90 % | 500'000 | 500'000 | 144'843 | 144'843 | 146'871 CHF | 147'598 CHF | 100.00% | 100.00% |