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% | 94.50 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'515 CHF | 473'015 CHF | 99.92% | 99.92% |
02.12.2024 | 0.32% | 94.50 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'377 CHF | 471'877 CHF | 100.00% | 100.00% |
29.11.2024 | 0.53% | 93.80 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'275 CHF | 469'775 CHF | 100.00% | 100.00% |
28.11.2024 | 0.53% | 93.60 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'053 CHF | 471'553 CHF | 100.00% | 100.00% |
27.11.2024 | 0.54% | 92.40 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'033 CHF | 466'533 CHF | 99.90% | 99.90% |
26.11.2024 | 0.53% | 93.90 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'907 CHF | 472'407 CHF | 100.00% | 100.00% |
25.11.2024 | 0.54% | 93.80 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'789 CHF | 468'289 CHF | 100.00% | 100.00% |
22.11.2024 | 0.54% | 92.60 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'003 CHF | 463'503 CHF | 99.90% | 99.90% |
20.11.2024 | 0.55% | 89.90 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'440 CHF | 456'940 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 90.00 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'838 CHF | 455'338 CHF | 100.00% | 100.00% |