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 | 0.81% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 615'681 CHF | 124'136 CHF | 99.27% | 99.27% |
02.12.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 643'234 CHF | 129'647 CHF | 99.18% | 99.18% |
29.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 646'489 CHF | 130'298 CHF | 99.27% | 99.27% |
28.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 646'513 CHF | 130'303 CHF | 99.27% | 99.27% |
27.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 650'682 CHF | 131'136 CHF | 99.27% | 99.27% |
26.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 655'298 CHF | 132'060 CHF | 98.88% | 98.88% |
25.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 619'359 CHF | 124'872 CHF | 99.27% | 99.27% |
22.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 626'637 CHF | 126'327 CHF | 99.27% | 99.27% |
20.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 625'592 CHF | 126'118 CHF | 99.27% | 99.27% |
19.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 639'721 CHF | 128'944 CHF | 99.27% | 99.27% |