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 | 0.34% | 2.92 CHF | 2.93 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 2'614'890 CHF | 874'630 CHF | 99.34% | 99.34% |
02.12.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 2'613'890 CHF | 874'298 CHF | 92.28% | 92.28% |
29.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 900'000 | 300'000 | 690'568 | 233'588 | 1'995'320 CHF | 677'265 CHF | 99.38% | 99.38% |
28.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'745'160 CHF | 583'718 CHF | 98.34% | 98.34% |
27.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'730'920 CHF | 578'972 CHF | 99.37% | 99.37% |
26.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'750'620 CHF | 585'540 CHF | 97.47% | 97.47% |
25.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'772'680 CHF | 592'895 CHF | 98.81% | 98.81% |
22.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'787'770 CHF | 597'924 CHF | 99.37% | 99.37% |
20.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'735'800 CHF | 580'599 CHF | 99.02% | 99.02% |
19.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'726'890 CHF | 577'630 CHF | 99.38% | 99.38% |