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% | 95.80 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'334 CHF | 479'834 CHF | 99.92% | 99.92% |
02.12.2024 | 0.31% | 96.10 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'909 CHF | 480'409 CHF | 100.00% | 100.00% |
29.11.2024 | 0.53% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'214 CHF | 476'714 CHF | 100.00% | 100.00% |
28.11.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'639 CHF | 478'139 CHF | 100.00% | 100.00% |
27.11.2024 | 0.53% | 94.10 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'273 CHF | 474'773 CHF | 99.91% | 99.91% |
26.11.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'438 CHF | 479'938 CHF | 100.00% | 100.00% |
25.11.2024 | 0.53% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'275 CHF | 476'775 CHF | 100.00% | 100.00% |
22.11.2024 | 0.53% | 94.70 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'971 CHF | 474'471 CHF | 99.90% | 99.90% |
20.11.2024 | 0.54% | 92.50 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'636 CHF | 468'136 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 92.60 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'255 CHF | 467'755 CHF | 100.00% | 100.00% |