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 | 0.52% | 95.78 % | 96.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'230 CHF | 480'730 CHF | 100.00% | 100.00% |
02.12.2024 | 0.53% | 94.73 % | 95.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'990 CHF | 472'490 CHF | 100.00% | 100.00% |
29.11.2024 | 0.53% | 94.51 % | 95.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'457 CHF | 468'957 CHF | 100.00% | 100.00% |
28.11.2024 | 0.53% | 92.90 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'829 CHF | 470'329 CHF | 100.00% | 100.00% |
27.11.2024 | 0.54% | 91.66 % | 92.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'352 CHF | 462'852 CHF | 99.72% | 99.72% |
26.11.2024 | 0.54% | 92.76 % | 93.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'697 CHF | 468'197 CHF | 100.00% | 100.00% |
25.11.2024 | 0.53% | 93.68 % | 94.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'718 CHF | 471'218 CHF | 100.00% | 100.00% |
22.11.2024 | 0.54% | 92.57 % | 93.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'588 CHF | 464'088 CHF | 100.00% | 100.00% |
20.11.2024 | 0.55% | 90.12 % | 90.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'915 CHF | 457'415 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 90.76 % | 91.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'563 CHF | 457'063 CHF | 89.37% | 89.37% |