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 | 0.26% | 3.80 CHF | 3.81 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 3'412'780 CHF | 1'140'590 CHF | 99.33% | 99.33% |
02.12.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 3'413'680 CHF | 1'140'890 CHF | 92.26% | 92.26% |
29.11.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 900'000 | 300'000 | 690'567 | 233'590 | 2'605'100 CHF | 883'524 CHF | 99.38% | 99.38% |
28.11.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'276'440 CHF | 760'813 CHF | 98.33% | 98.33% |
27.11.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'261'400 CHF | 755'799 CHF | 99.37% | 99.37% |
26.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'282'530 CHF | 762'842 CHF | 97.47% | 97.47% |
25.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'307'100 CHF | 771'032 CHF | 98.80% | 98.80% |
22.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'323'270 CHF | 776'424 CHF | 99.37% | 99.37% |
20.11.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'267'150 CHF | 757'717 CHF | 99.03% | 99.03% |
19.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'257'830 CHF | 754'612 CHF | 99.38% | 99.38% |