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 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'046 CHF | 509'546 CHF | 99.92% | 99.92% |
02.12.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'564 CHF | 510'064 CHF | 100.00% | 100.00% |
29.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'710 CHF | 509'210 CHF | 100.00% | 100.00% |
28.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'672 CHF | 509'172 CHF | 100.00% | 100.00% |
27.11.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'958 CHF | 507'458 CHF | 99.90% | 99.90% |
26.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'446 CHF | 506'946 CHF | 100.00% | 100.00% |
25.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'378 CHF | 507'878 CHF | 100.00% | 100.00% |
22.11.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'528 CHF | 508'028 CHF | 99.90% | 99.90% |
20.11.2024 | 0.49% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'840 CHF | 506'340 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'649 CHF | 506'149 CHF | 100.00% | 100.00% |