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 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'405 CHF | 471'655 CHF | 99.37% | 99.37% |
02.12.2024 | 0.48% | 94.10 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'843 CHF | 470'093 CHF | 98.63% | 98.63% |
29.11.2024 | 0.48% | 93.10 % | 93.55 % | 500'000 | 500'000 | 500'000 | 499'994 | 464'014 CHF | 466'258 CHF | 99.38% | 99.38% |
28.11.2024 | 0.48% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'143 CHF | 467'393 CHF | 99.38% | 99.38% |
27.11.2024 | 0.49% | 91.55 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'517 CHF | 462'767 CHF | 99.38% | 99.38% |
26.11.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'953 CHF | 471'203 CHF | 99.10% | 99.10% |
25.11.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'652 CHF | 466'902 CHF | 99.38% | 99.38% |
22.11.2024 | 0.49% | 92.35 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'659 CHF | 461'909 CHF | 99.38% | 99.38% |
20.11.2024 | 0.50% | 89.25 % | 89.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'726 CHF | 452'976 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 89.35 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'723 CHF | 451'973 CHF | 99.38% | 99.38% |