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 | 0.30% | 3.33 CHF | 3.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 2'983'510 CHF | 997'504 CHF | 99.33% | 99.33% |
02.12.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 2'983'150 CHF | 997'383 CHF | 92.27% | 92.27% |
29.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 900'000 | 300'000 | 690'569 | 233'589 | 2'277'610 CHF | 772'758 CHF | 99.38% | 99.38% |
28.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'991'140 CHF | 665'712 CHF | 98.34% | 98.34% |
27.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'975'800 CHF | 660'600 CHF | 99.37% | 99.37% |
26.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'996'860 CHF | 667'619 CHF | 97.46% | 97.46% |
25.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'019'610 CHF | 675'202 CHF | 98.81% | 98.81% |
22.11.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'036'180 CHF | 680'728 CHF | 99.37% | 99.37% |
20.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'981'770 CHF | 662'591 CHF | 99.02% | 99.02% |
19.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'972'400 CHF | 659'466 CHF | 99.37% | 99.37% |