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 | 1.09% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 547'675 CHF | 184'558 CHF | 98.68% | 98.68% |
02.12.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 516'868 CHF | 174'289 CHF | 97.58% | 97.58% |
29.11.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 496'370 | 167'251 | 388'775 CHF | 132'682 CHF | 96.73% | 96.73% |
28.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'114 CHF | 118'205 CHF | 96.86% | 96.86% |
27.11.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'028 CHF | 111'176 CHF | 96.61% | 96.61% |
26.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'224 CHF | 114'575 CHF | 96.67% | 96.67% |
25.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'940 CHF | 116'147 CHF | 94.36% | 94.36% |
22.11.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'529 CHF | 109'676 CHF | 97.30% | 97.30% |
20.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'041 CHF | 117'514 CHF | 97.87% | 97.87% |
19.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'214 CHF | 115'571 CHF | 90.40% | 90.40% |