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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.12.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'131 CHF | 507'681 CHF | 99.92% | 99.92% |
09.12.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'572 CHF | 508'122 CHF | 99.60% | 99.60% |
06.12.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'197 CHF | 507'747 CHF | 100.00% | 100.00% |
05.12.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'936 CHF | 507'486 CHF | 99.85% | 99.85% |
04.12.2024 | 0.31% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'287 CHF | 507'837 CHF | 100.00% | 100.00% |
03.12.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'442 CHF | 506'992 CHF | 99.92% | 99.92% |
02.12.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'675 CHF | 506'225 CHF | 100.00% | 100.00% |
29.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'422 CHF | 506'972 CHF | 100.00% | 100.00% |
28.11.2024 | 0.50% | 101.30 % | 101.80 % | 500'000 | 500'000 | 498'445 | 498'445 | 504'479 CHF | 506'973 CHF | 100.00% | 100.00% |
27.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'942 CHF | 506'492 CHF | 99.91% | 99.91% |