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 | 0.49% | 92.10 % | 92.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'826 CHF | 462'076 CHF | 99.37% | 99.37% |
02.12.2024 | 0.49% | 92.15 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'725 CHF | 460'975 CHF | 98.63% | 98.63% |
29.11.2024 | 0.49% | 91.25 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'172 CHF | 457'422 CHF | 99.37% | 99.37% |
28.11.2024 | 0.49% | 91.20 % | 91.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'672 CHF | 458'922 CHF | 99.38% | 99.38% |
27.11.2024 | 0.49% | 90.30 % | 90.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'728 CHF | 455'978 CHF | 99.37% | 99.37% |
26.11.2024 | 0.49% | 92.10 % | 92.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'338 CHF | 463'588 CHF | 99.09% | 99.09% |
25.11.2024 | 0.49% | 92.20 % | 92.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'598 CHF | 459'848 CHF | 99.38% | 99.38% |
22.11.2024 | 0.49% | 91.05 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'456 CHF | 455'706 CHF | 99.37% | 99.37% |
20.11.2024 | 0.50% | 88.55 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'403 CHF | 448'653 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 88.65 % | 89.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'655 CHF | 447'905 CHF | 99.37% | 99.37% |