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 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'722 CHF | 506'222 CHF | 99.38% | 99.38% |
02.12.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'731 CHF | 506'231 CHF | 98.68% | 98.68% |
29.11.2024 | 0.50% | 100.75 % | 101.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'706 CHF | 506'213 CHF | 99.38% | 99.38% |
28.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'565 CHF | 506'065 CHF | 99.37% | 99.37% |
27.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'564 CHF | 506'064 CHF | 99.16% | 99.16% |
26.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'605 CHF | 506'105 CHF | 98.45% | 98.45% |
25.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'614 CHF | 506'114 CHF | 98.80% | 98.80% |
22.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'677 CHF | 506'177 CHF | 99.30% | 99.30% |
20.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'574 CHF | 506'074 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'352 CHF | 505'852 CHF | 99.37% | 99.37% |