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 | 1.86% | 101.00 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'902 CHF | 516'402 CHF | 99.92% | 99.92% |
02.12.2024 | 1.86% | 101.50 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'521 CHF | 516'021 CHF | 100.00% | 100.00% |
29.11.2024 | 1.87% | 101.40 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'800 CHF | 513'300 CHF | 100.00% | 100.00% |
28.11.2024 | 1.87% | 100.60 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'944 CHF | 511'444 CHF | 100.00% | 100.00% |
27.11.2024 | 1.88% | 99.80 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'363 CHF | 508'863 CHF | 99.90% | 99.90% |
26.11.2024 | 1.89% | 99.50 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'842 CHF | 507'342 CHF | 100.00% | 100.00% |
25.11.2024 | 1.87% | 100.60 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'565 CHF | 512'065 CHF | 100.00% | 100.00% |
22.11.2024 | 1.86% | 101.10 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'153 CHF | 514'653 CHF | 99.90% | 99.90% |
20.11.2024 | 1.90% | 98.40 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'403 CHF | 505'903 CHF | 100.00% | 100.00% |
19.11.2024 | 1.90% | 98.80 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'101 CHF | 504'601 CHF | 100.00% | 100.00% |