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% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'587 CHF | 498'137 CHF | 99.92% | 99.92% |
02.12.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'761 CHF | 498'311 CHF | 100.00% | 100.00% |
29.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'900 CHF | 497'400 CHF | 100.00% | 100.00% |
28.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'260 CHF | 498'760 CHF | 100.00% | 100.00% |
27.11.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'823 CHF | 496'323 CHF | 99.90% | 99.90% |
26.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'147 CHF | 498'647 CHF | 99.37% | 99.37% |
25.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'498 CHF | 497'998 CHF | 100.00% | 100.00% |
22.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'123 CHF | 496'623 CHF | 99.90% | 99.90% |
20.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'067 CHF | 495'567 CHF | 99.37% | 99.37% |
19.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'498 CHF | 494'998 CHF | 100.00% | 100.00% |