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 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'239 CHF | 504'739 CHF | 99.37% | 99.37% |
02.12.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'438 CHF | 501'938 CHF | 98.63% | 98.63% |
29.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'621 CHF | 502'121 CHF | 99.38% | 99.38% |
28.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'649 CHF | 502'149 CHF | 99.38% | 99.38% |
27.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'943 CHF | 501'443 CHF | 99.38% | 99.38% |
26.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'658 CHF | 500'158 CHF | 99.10% | 99.10% |
25.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'298 CHF | 504'798 CHF | 99.38% | 99.38% |
22.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'029 CHF | 503'529 CHF | 99.37% | 99.37% |
20.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'393 CHF | 503'893 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'574 CHF | 502'074 CHF | 99.37% | 99.37% |