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 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'278 CHF | 510'778 CHF | 99.92% | 99.92% |
02.12.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'863 CHF | 507'363 CHF | 100.00% | 100.00% |
29.11.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'578 CHF | 507'078 CHF | 100.00% | 100.00% |
28.11.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'233 CHF | 507'733 CHF | 100.00% | 100.00% |
27.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'127 CHF | 506'627 CHF | 99.90% | 99.90% |
26.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'006 CHF | 505'506 CHF | 99.36% | 99.36% |
25.11.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'819 CHF | 509'319 CHF | 100.00% | 100.00% |
22.11.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'078 CHF | 508'578 CHF | 99.90% | 99.90% |
20.11.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'632 CHF | 509'132 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'660 CHF | 506'160 CHF | 100.00% | 100.00% |