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 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'200 CHF | 502'700 CHF | 99.38% | 99.38% |
02.12.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'063 CHF | 502'563 CHF | 98.67% | 98.67% |
29.11.2024 | 0.50% | 100.02 % | 100.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'598 CHF | 502'098 CHF | 99.38% | 99.38% |
28.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'118 CHF | 501'618 CHF | 99.38% | 99.38% |
27.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'789 CHF | 501'289 CHF | 99.16% | 99.16% |
26.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'425 CHF | 500'925 CHF | 98.45% | 98.45% |
25.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'682 CHF | 501'182 CHF | 98.80% | 98.80% |
22.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'701 CHF | 501'201 CHF | 99.30% | 99.30% |
20.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'960 CHF | 500'460 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'503 CHF | 500'003 CHF | 99.37% | 99.37% |