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 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'700 CHF | 505'200 CHF | 99.92% | 99.92% |
02.12.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'323 CHF | 497'823 CHF | 100.00% | 100.00% |
29.11.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'630 CHF | 495'130 CHF | 100.00% | 100.00% |
28.11.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'424 CHF | 493'924 CHF | 100.00% | 100.00% |
27.11.2024 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'991 CHF | 488'491 CHF | 99.90% | 99.90% |
26.11.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 499'957 | 483'152 CHF | 484'610 CHF | 99.37% | 99.37% |
25.11.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'002 CHF | 495'502 CHF | 100.00% | 100.00% |
22.11.2024 | 0.30% | 98.50 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'669 CHF | 493'169 CHF | 99.90% | 99.90% |
20.11.2024 | 0.30% | 98.30 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'789 CHF | 494'289 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'758 CHF | 488'258 CHF | 100.00% | 100.00% |