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% | 102.60 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'179 CHF | 514'679 CHF | 99.92% | 99.92% |
02.12.2024 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'704 CHF | 513'204 CHF | 100.00% | 100.00% |
29.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'246 CHF | 512'746 CHF | 100.00% | 100.00% |
28.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'675 CHF | 513'175 CHF | 100.00% | 100.00% |
27.11.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'123 CHF | 511'623 CHF | 99.90% | 99.90% |
26.11.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'981 CHF | 511'481 CHF | 100.00% | 100.00% |
25.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'993 CHF | 511'493 CHF | 100.00% | 100.00% |
22.11.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'803 CHF | 512'303 CHF | 99.90% | 99.90% |
20.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'889 CHF | 510'389 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'554 CHF | 510'054 CHF | 100.00% | 100.00% |