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% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'497 CHF | 482'047 CHF | 99.90% | 99.90% |
02.12.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'085 CHF | 481'635 CHF | 100.00% | 100.00% |
29.11.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'003 CHF | 484'553 CHF | 100.00% | 100.00% |
28.11.2024 | 0.32% | 96.30 % | 96.61 % | 500'000 | 500'000 | 500'000 | 499'852 | 481'322 CHF | 482'729 CHF | 100.00% | 100.00% |
27.11.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'851 CHF | 484'401 CHF | 99.88% | 99.88% |
26.11.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'329 CHF | 483'879 CHF | 99.37% | 99.37% |
25.11.2024 | 0.32% | 97.00 % | 97.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'696 CHF | 488'246 CHF | 100.00% | 100.00% |
22.11.2024 | 0.32% | 97.20 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'494 CHF | 487'044 CHF | 99.90% | 99.90% |
20.11.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'291 CHF | 486'840 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'629 CHF | 485'179 CHF | 100.00% | 100.00% |