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 | 0.78% | 1.27 CHF | 1.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 634'942 CHF | 127'988 CHF | 99.27% | 99.27% |
02.12.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 636'816 CHF | 128'363 CHF | 99.18% | 99.18% |
29.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 647'637 CHF | 130'527 CHF | 99.27% | 99.27% |
28.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 642'629 CHF | 129'526 CHF | 99.27% | 99.27% |
27.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 655'483 CHF | 132'097 CHF | 99.27% | 99.27% |
26.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 633'321 CHF | 127'664 CHF | 98.77% | 98.77% |
25.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 643'538 CHF | 129'708 CHF | 99.27% | 99.27% |
22.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 653'338 CHF | 131'668 CHF | 99.27% | 99.27% |
20.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 673'442 CHF | 135'688 CHF | 99.27% | 99.27% |
19.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 675'148 CHF | 136'030 CHF | 99.27% | 99.27% |