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 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'921 CHF | 511'421 CHF | 99.38% | 99.38% |
02.12.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'905 CHF | 511'405 CHF | 98.67% | 98.67% |
29.11.2024 | 0.50% | 101.73 % | 102.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'587 CHF | 511'137 CHF | 99.37% | 99.37% |
28.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'318 CHF | 510'818 CHF | 99.38% | 99.38% |
27.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'204 CHF | 510'704 CHF | 99.17% | 99.17% |
26.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'990 CHF | 510'490 CHF | 98.42% | 98.42% |
25.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'243 CHF | 510'743 CHF | 98.80% | 98.80% |
22.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'286 CHF | 510'786 CHF | 99.30% | 99.30% |
20.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'775 CHF | 510'275 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'395 CHF | 509'895 CHF | 99.38% | 99.38% |