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 | 0.32% | 94.40 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'499 CHF | 471'999 CHF | 99.92% | 99.92% |
02.12.2024 | 0.32% | 94.20 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'166 CHF | 469'666 CHF | 100.00% | 100.00% |
29.11.2024 | 0.32% | 93.30 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'423 CHF | 465'923 CHF | 100.00% | 100.00% |
28.11.2024 | 0.53% | 93.20 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'879 CHF | 469'379 CHF | 100.00% | 100.00% |
27.11.2024 | 0.59% | 91.20 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'160 CHF | 463'872 CHF | 99.90% | 99.90% |
26.11.2024 | 0.53% | 93.70 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'161 CHF | 471'661 CHF | 100.00% | 100.00% |
25.11.2024 | 0.54% | 93.60 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'232 CHF | 466'732 CHF | 100.00% | 100.00% |
22.11.2024 | 0.37% | 92.60 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'502 CHF | 462'207 CHF | 99.90% | 99.90% |
20.11.2024 | 1.06% | 88.60 % | 89.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'899 CHF | 453'696 CHF | 99.37% | 99.37% |
19.11.2024 | 1.04% | 88.90 % | 89.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'349 CHF | 453'057 CHF | 100.00% | 100.00% |