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 | 0.28% | 3.52 CHF | 3.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'051'480 CHF | 351'494 CHF | 92.75% | 92.75% |
02.12.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'046'710 CHF | 349'904 CHF | 98.06% | 98.06% |
29.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300'000 | 100'000 | 510'332 | 201'449 | 1'755'720 CHF | 695'011 CHF | 98.54% | 98.54% |
28.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 2'057'110 CHF | 859'629 CHF | 95.34% | 95.34% |
27.11.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 2'033'960 CHF | 849'984 CHF | 96.25% | 96.25% |
26.11.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 2'030'010 CHF | 848'337 CHF | 95.46% | 95.46% |
25.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 2'004'740 CHF | 837'809 CHF | 98.01% | 98.01% |
22.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'951'540 CHF | 815'641 CHF | 98.67% | 98.67% |
20.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'935'070 CHF | 808'779 CHF | 97.63% | 97.63% |
19.11.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'911'960 CHF | 799'150 CHF | 89.95% | 89.95% |