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 | 0.23% | 4.34 CHF | 4.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'399 CHF | 216'899 CHF | 99.94% | 99.94% |
02.12.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'440 CHF | 212'940 CHF | 99.50% | 99.50% |
29.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'515 CHF | 217'015 CHF | 99.97% | 99.97% |
28.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'900 CHF | 220'400 CHF | 99.99% | 99.99% |
27.11.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'229 CHF | 212'729 CHF | 99.98% | 99.98% |
26.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'580 CHF | 218'080 CHF | 94.73% | 94.73% |
25.11.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 218'825 CHF | 219'325 CHF | 99.99% | 99.99% |
22.11.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 211'576 CHF | 212'076 CHF | 97.72% | 97.72% |
20.11.2024 | 0.24% | 4.03 CHF | 4.04 CHF | 50'000 | 50'000 | 50'000 | 49'999 | 207'213 CHF | 207'708 CHF | 99.26% | 99.26% |
19.11.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'041 CHF | 208'541 CHF | 94.51% | 94.51% |