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 | 478'040 CHF | 479'540 CHF | 99.92% | 99.92% |
02.12.2024 | 0.31% | 96.00 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'358 CHF | 479'858 CHF | 100.00% | 100.00% |
29.11.2024 | 0.53% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'356 CHF | 475'856 CHF | 100.00% | 100.00% |
28.11.2024 | 0.52% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'031 CHF | 477'531 CHF | 100.00% | 100.00% |
27.11.2024 | 0.53% | 93.90 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'212 CHF | 473'712 CHF | 99.90% | 99.90% |
26.11.2024 | 0.52% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'417 CHF | 479'917 CHF | 100.00% | 100.00% |
25.11.2024 | 0.53% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'873 CHF | 476'373 CHF | 100.00% | 100.00% |
22.11.2024 | 0.53% | 94.70 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'695 CHF | 474'195 CHF | 99.90% | 99.90% |
20.11.2024 | 0.54% | 92.10 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'154 CHF | 466'654 CHF | 99.37% | 99.37% |
19.11.2024 | 0.54% | 92.20 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'184 CHF | 465'684 CHF | 100.00% | 100.00% |