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 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'498 CHF | 506'998 CHF | 99.92% | 99.92% |
02.12.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'276 CHF | 506'776 CHF | 100.00% | 100.00% |
29.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'556 CHF | 507'056 CHF | 100.00% | 100.00% |
28.11.2024 | 0.50% | 101.20 % | 101.70 % | 500'000 | 500'000 | 498'920 | 498'920 | 504'919 CHF | 507'415 CHF | 100.00% | 100.00% |
27.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'619 CHF | 507'119 CHF | 99.90% | 99.90% |
26.11.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'966 CHF | 507'466 CHF | 99.36% | 99.36% |
25.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'487 CHF | 508'987 CHF | 100.00% | 100.00% |
22.11.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'064 CHF | 507'564 CHF | 99.90% | 99.90% |
20.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'138 CHF | 507'638 CHF | 99.36% | 99.36% |
19.11.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'222 CHF | 504'722 CHF | 100.00% | 100.00% |