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 | 0.49% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'611 CHF | 516'111 CHF | 99.38% | 99.38% |
02.12.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'040 CHF | 511'540 CHF | 98.63% | 98.63% |
29.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'882 CHF | 511'382 CHF | 99.38% | 99.38% |
28.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'847 CHF | 511'347 CHF | 99.38% | 99.38% |
27.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'372 CHF | 509'872 CHF | 99.37% | 99.37% |
26.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'040 CHF | 508'540 CHF | 98.96% | 98.96% |
25.11.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'641 CHF | 515'141 CHF | 99.38% | 99.38% |
22.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'574 CHF | 513'074 CHF | 99.37% | 99.37% |
20.11.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'343 CHF | 513'843 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'534 CHF | 511'034 CHF | 99.37% | 99.37% |