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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.12.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'418 CHF | 498'918 CHF | 100.00% | 100.00% |
29.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'588 CHF | 498'088 CHF | 100.00% | 100.00% |
28.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'087 CHF | 497'587 CHF | 100.00% | 100.00% |
27.11.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'119 CHF | 495'619 CHF | 99.90% | 99.90% |
26.11.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'113 CHF | 494'613 CHF | 99.36% | 99.36% |
25.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'727 CHF | 495'227 CHF | 100.00% | 100.00% |
22.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'684 CHF | 496'184 CHF | 99.90% | 99.90% |
20.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'435 CHF | 493'935 CHF | 99.36% | 99.36% |
19.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'956 CHF | 492'456 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 98.30 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'175 CHF | 493'675 CHF | 100.00% | 100.00% |