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 | 0.35% | 2.84 CHF | 2.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 861'773 CHF | 288'258 CHF | 99.43% | 99.43% |
02.12.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 859'528 CHF | 287'509 CHF | 98.53% | 98.53% |
29.11.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 865'776 CHF | 289'592 CHF | 99.37% | 99.37% |
28.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 855'584 CHF | 286'195 CHF | 98.30% | 98.30% |
27.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 850'883 CHF | 284'628 CHF | 99.37% | 99.37% |
26.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 888'363 CHF | 297'121 CHF | 97.47% | 97.47% |
25.11.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 931'476 CHF | 311'492 CHF | 99.38% | 99.38% |
22.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 930'352 CHF | 311'118 CHF | 99.38% | 99.38% |
20.11.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 955'063 CHF | 319'354 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 948'743 CHF | 317'248 CHF | 99.38% | 99.38% |