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 | 2.58% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 759'648 CHF | 779'447 CHF | 100.00% | 100.00% |
02.12.2024 | 3.60% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 777'296 CHF | 805'829 CHF | 100.00% | 100.00% |
29.11.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 773'374 CHF | 802'529 CHF | 100.00% | 100.00% |
28.11.2024 | 2.35% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 764'062 CHF | 782'217 CHF | 100.00% | 100.00% |
27.11.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 768'482 CHF | 798'178 CHF | 100.00% | 100.00% |
26.11.2024 | 2.06% | 0.25 CHF | 0.25 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 749'772 CHF | 765'361 CHF | 100.00% | 100.00% |
25.11.2024 | 1.99% | 0.26 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 751'495 CHF | 766'598 CHF | 100.00% | 100.00% |
22.11.2024 | 2.31% | 0.23 CHF | 0.23 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 642'072 CHF | 657'072 CHF | 100.00% | 100.00% |
20.11.2024 | 2.63% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 563'683 CHF | 578'683 CHF | 100.00% | 100.00% |
19.11.2024 | 2.75% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 538'597 CHF | 553'597 CHF | 100.00% | 100.00% |