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 | 0.92% | 1.07 CHF | 1.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 538'695 CHF | 108'739 CHF | 99.27% | 99.27% |
02.12.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 566'720 CHF | 114'344 CHF | 99.18% | 99.18% |
29.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 569'893 CHF | 114'979 CHF | 99.27% | 99.27% |
28.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 569'701 CHF | 114'940 CHF | 99.27% | 99.27% |
27.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 574'327 CHF | 115'865 CHF | 99.27% | 99.27% |
26.11.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 578'184 CHF | 116'637 CHF | 98.88% | 98.88% |
25.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 542'533 CHF | 109'507 CHF | 99.27% | 99.27% |
22.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 550'148 CHF | 111'030 CHF | 99.27% | 99.27% |
20.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 549'194 CHF | 110'839 CHF | 99.27% | 99.27% |
19.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 561'849 CHF | 113'370 CHF | 99.27% | 99.27% |