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 | 1.91% | 98.60 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'899 CHF | 503'399 CHF | 99.90% | 99.90% |
02.12.2024 | 2.09% | 98.50 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'985 CHF | 506'485 CHF | 100.00% | 100.00% |
29.11.2024 | 2.07% | 99.70 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'387 CHF | 512'887 CHF | 100.00% | 100.00% |