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 | 0.75% | 100.35 % | 101.10 % | 500'000 | 500'000 | 499'985 | 500'000 | 501'121 CHF | 504'886 CHF | 100.00% | 100.00% |
02.12.2024 | 0.74% | 100.45 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'502 CHF | 505'252 CHF | 99.88% | 99.88% |
29.11.2024 | 0.75% | 100.25 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'643 CHF | 503'393 CHF | 94.97% | 94.97% |
28.11.2024 | 0.75% | 99.95 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'476 CHF | 503'226 CHF | 100.00% | 100.00% |
27.11.2024 | 0.75% | 99.65 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'370 CHF | 502'120 CHF | 100.00% | 100.00% |
26.11.2024 | 0.75% | 99.85 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'532 CHF | 503'282 CHF | 97.99% | 97.99% |
25.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'720 CHF | 503'220 CHF | 100.00% | 100.00% |
22.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'432 CHF | 501'932 CHF | 100.00% | 100.00% |
20.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'591 CHF | 502'091 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'350 CHF | 499'850 CHF | 100.00% | 100.00% |