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 | 2.47% | 75.80 % | 77.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 380'098 CHF | 389'598 CHF | 99.92% | 99.92% |
02.12.2024 | 2.46% | 76.50 % | 78.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 381'526 CHF | 391'026 CHF | 100.00% | 100.00% |
29.11.2024 | 2.48% | 76.00 % | 77.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'690 CHF | 388'190 CHF | 100.00% | 100.00% |
28.11.2024 | 2.47% | 76.00 % | 77.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 379'342 CHF | 388'842 CHF | 100.00% | 100.00% |
27.11.2024 | 2.49% | 75.50 % | 77.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'878 CHF | 386'378 CHF | 99.90% | 99.90% |
26.11.2024 | 2.50% | 75.30 % | 77.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 375'970 CHF | 385'470 CHF | 100.00% | 100.00% |
25.11.2024 | 2.48% | 75.30 % | 77.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'839 CHF | 387'339 CHF | 100.00% | 100.00% |
22.11.2024 | 2.48% | 75.90 % | 77.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'632 CHF | 388'132 CHF | 99.90% | 99.90% |
20.11.2024 | 2.46% | 76.00 % | 77.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 381'246 CHF | 390'746 CHF | 100.00% | 100.00% |
19.11.2024 | 2.46% | 76.00 % | 77.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 381'724 CHF | 391'224 CHF | 100.00% | 100.00% |