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 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'156 CHF | 492'706 CHF | 99.92% | 99.92% |
02.12.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'321 CHF | 492'871 CHF | 100.00% | 100.00% |
29.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'858 CHF | 491'358 CHF | 100.00% | 100.00% |
28.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'014 CHF | 490'514 CHF | 100.00% | 100.00% |
27.11.2024 | 0.32% | 97.40 % | 97.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'781 CHF | 488'331 CHF | 99.90% | 99.90% |
26.11.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'386 CHF | 486'935 CHF | 99.36% | 99.36% |
25.11.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'089 CHF | 487'589 CHF | 100.00% | 100.00% |
22.11.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'535 CHF | 489'085 CHF | 99.90% | 99.90% |
20.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'317 CHF | 485'817 CHF | 99.37% | 99.37% |
19.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'429 CHF | 484'929 CHF | 100.00% | 100.00% |