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% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'478 CHF | 506'978 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 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'252 CHF | 506'752 CHF | 100.00% | 100.00% |
28.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'595 CHF | 508'095 CHF | 100.00% | 100.00% |
27.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'497 CHF | 505'997 CHF | 99.90% | 99.90% |
26.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'309 CHF | 507'809 CHF | 99.35% | 99.35% |
25.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'590 CHF | 507'090 CHF | 100.00% | 100.00% |
22.11.2024 | 0.50% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'761 CHF | 506'261 CHF | 99.90% | 99.90% |
20.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'338 CHF | 504'838 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'011 CHF | 504'511 CHF | 100.00% | 100.00% |