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 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'671 CHF | 495'171 CHF | 99.38% | 99.38% |
02.12.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'386 CHF | 488'886 CHF | 98.63% | 98.63% |
29.11.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'491 CHF | 488'991 CHF | 99.38% | 99.38% |
28.11.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'252 CHF | 488'752 CHF | 99.38% | 99.38% |
27.11.2024 | 0.51% | 96.85 % | 97.35 % | 500'000 | 500'000 | 499'989 | 500'000 | 484'388 CHF | 486'899 CHF | 99.38% | 99.38% |
26.11.2024 | 0.52% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'368 CHF | 485'868 CHF | 99.09% | 99.09% |
25.11.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'675 CHF | 494'175 CHF | 99.38% | 99.38% |
22.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'204 CHF | 491'704 CHF | 99.37% | 99.37% |
20.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'134 CHF | 492'634 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'601 CHF | 489'101 CHF | 99.37% | 99.37% |