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% | 90.05 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'440 CHF | 451'690 CHF | 99.37% | 99.37% |
02.12.2024 | 0.50% | 90.20 % | 90.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'750 CHF | 450'000 CHF | 98.63% | 98.63% |
29.11.2024 | 0.51% | 88.95 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'701 CHF | 444'951 CHF | 99.38% | 99.38% |
28.11.2024 | 0.50% | 88.80 % | 89.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'213 CHF | 447'463 CHF | 99.38% | 99.38% |
27.11.2024 | 0.51% | 87.35 % | 87.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'700 CHF | 441'950 CHF | 99.38% | 99.38% |
26.11.2024 | 0.50% | 89.80 % | 90.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'174 CHF | 452'424 CHF | 99.10% | 99.10% |
25.11.2024 | 0.50% | 89.95 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'086 CHF | 447'336 CHF | 99.38% | 99.38% |
22.11.2024 | 0.51% | 88.40 % | 88.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'643 CHF | 441'893 CHF | 99.37% | 99.37% |
20.11.2024 | 0.52% | 84.90 % | 85.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'493 CHF | 431'734 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 85.05 % | 85.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'482 CHF | 430'713 CHF | 99.38% | 99.38% |