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 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'014 CHF | 500'014 CHF | 99.92% | 99.92% |
02.12.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'007 CHF | 501'007 CHF | 100.00% | 100.00% |
29.11.2024 | 1.01% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'978 CHF | 499'978 CHF | 100.00% | 100.00% |
28.11.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'600 CHF | 501'600 CHF | 100.00% | 100.00% |
27.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'309 CHF | 498'309 CHF | 99.90% | 99.90% |
26.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'800 CHF | 501'800 CHF | 100.00% | 100.00% |
25.11.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'233 CHF | 501'233 CHF | 100.00% | 100.00% |
22.11.2024 | 1.01% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'971 CHF | 499'971 CHF | 99.90% | 99.90% |
20.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'579 CHF | 496'579 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 98.30 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'830 CHF | 497'830 CHF | 100.00% | 100.00% |