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 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'662 CHF | 501'662 CHF | 99.77% | 99.77% |
02.12.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'727 CHF | 497'727 CHF | 100.00% | 100.00% |
29.11.2024 | 1.01% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'975 CHF | 497'975 CHF | 100.00% | 100.00% |
28.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'684 CHF | 497'684 CHF | 100.00% | 100.00% |
27.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'430 CHF | 494'430 CHF | 99.90% | 99.90% |
26.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'002 CHF | 497'002 CHF | 100.00% | 100.00% |
25.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'779 CHF | 497'779 CHF | 100.00% | 100.00% |
22.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'159 CHF | 497'159 CHF | 100.00% | 100.00% |
20.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'506 CHF | 496'506 CHF | 98.59% | 98.59% |
19.11.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'041 CHF | 498'041 CHF | 100.00% | 100.00% |