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 | 0.95% | 1.04 CHF | 1.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 522'575 CHF | 105'515 CHF | 99.27% | 99.27% |
02.12.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 524'460 CHF | 105'892 CHF | 99.18% | 99.18% |
29.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 535'458 CHF | 108'092 CHF | 99.27% | 99.27% |
28.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 530'418 CHF | 107'084 CHF | 99.27% | 99.27% |
27.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 543'812 CHF | 109'762 CHF | 99.27% | 99.27% |
26.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 520'666 CHF | 105'133 CHF | 98.77% | 98.77% |
25.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 530'737 CHF | 107'147 CHF | 99.27% | 99.27% |
22.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 540'891 CHF | 109'178 CHF | 99.27% | 99.27% |
20.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 561'002 CHF | 113'200 CHF | 99.27% | 99.27% |
19.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 562'810 CHF | 113'562 CHF | 99.27% | 99.27% |