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% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'470 CHF | 504'970 CHF | 99.37% | 99.37% |
02.12.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'827 CHF | 503'327 CHF | 98.63% | 98.63% |
29.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'341 CHF | 502'841 CHF | 99.37% | 99.37% |
28.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'385 CHF | 502'885 CHF | 99.37% | 99.37% |
27.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'297 CHF | 502'797 CHF | 99.38% | 99.38% |
26.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'156 CHF | 500'656 CHF | 98.96% | 98.96% |
25.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'038 CHF | 505'538 CHF | 99.38% | 99.38% |
22.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'553 CHF | 505'053 CHF | 99.37% | 99.37% |
20.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'319 CHF | 504'819 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'913 CHF | 503'413 CHF | 99.38% | 99.38% |