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 | 0.33% | 95.20 % | 95.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'546 CHF | 476'096 CHF | 99.92% | 99.92% |
02.12.2024 | 0.33% | 94.80 % | 95.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'332 CHF | 472'882 CHF | 100.00% | 100.00% |
29.11.2024 | 0.53% | 93.90 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'685 CHF | 470'185 CHF | 100.00% | 100.00% |
28.11.2024 | 0.53% | 93.90 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'617 CHF | 473'117 CHF | 100.00% | 100.00% |
27.11.2024 | 0.54% | 92.60 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'535 CHF | 468'035 CHF | 99.90% | 99.90% |
26.11.2024 | 0.53% | 94.40 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'648 CHF | 475'148 CHF | 99.36% | 99.36% |
25.11.2024 | 0.53% | 94.20 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'568 CHF | 470'068 CHF | 100.00% | 100.00% |
22.11.2024 | 0.33% | 93.40 % | 93.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'527 CHF | 466'077 CHF | 99.90% | 99.90% |
20.11.2024 | 1.06% | 89.60 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'773 CHF | 458'582 CHF | 99.37% | 99.37% |
19.11.2024 | 0.91% | 90.00 % | 90.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'488 CHF | 457'617 CHF | 100.00% | 100.00% |