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 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'271 CHF | 500'821 CHF | 99.92% | 99.92% |
02.12.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'601 CHF | 501'151 CHF | 100.00% | 100.00% |
29.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'992 CHF | 500'492 CHF | 100.00% | 100.00% |
28.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'146 CHF | 501'646 CHF | 100.00% | 100.00% |
27.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'480 CHF | 499'980 CHF | 99.90% | 99.90% |
26.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'291 CHF | 501'791 CHF | 100.00% | 100.00% |
25.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'001 CHF | 503'501 CHF | 100.00% | 100.00% |
22.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'166 CHF | 502'666 CHF | 99.90% | 99.90% |
20.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'903 CHF | 501'403 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'591 CHF | 501'091 CHF | 100.00% | 100.00% |