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 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'734 CHF | 489'284 CHF | 99.92% | 99.92% |
02.12.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'545 CHF | 492'095 CHF | 100.00% | 100.00% |
29.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'298 CHF | 489'798 CHF | 100.00% | 100.00% |
28.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'569 CHF | 492'069 CHF | 100.00% | 100.00% |
27.11.2024 | 0.51% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'933 CHF | 487'433 CHF | 99.91% | 99.91% |
26.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'271 CHF | 491'771 CHF | 100.00% | 100.00% |
25.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'157 CHF | 489'657 CHF | 100.00% | 100.00% |
22.11.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'328 CHF | 486'828 CHF | 99.90% | 99.90% |
20.11.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'621 CHF | 482'121 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'796 CHF | 481'296 CHF | 100.00% | 100.00% |