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 | 0.41% | 2.43 CHF | 2.44 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 2'178'030 CHF | 729'011 CHF | 99.33% | 99.33% |
02.12.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 2'173'690 CHF | 727'563 CHF | 92.27% | 92.27% |
29.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 900'000 | 300'000 | 690'569 | 233'589 | 1'660'460 CHF | 564'016 CHF | 99.38% | 99.38% |
28.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'452'470 CHF | 486'155 CHF | 98.33% | 98.33% |
27.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'438'830 CHF | 481'611 CHF | 99.37% | 99.37% |
26.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'457'070 CHF | 487'691 CHF | 97.46% | 97.46% |
25.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'478'520 CHF | 494'839 CHF | 98.81% | 98.81% |
22.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'493'380 CHF | 499'793 CHF | 99.37% | 99.37% |
20.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'442'890 CHF | 482'964 CHF | 99.03% | 99.03% |
19.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'436'080 CHF | 480'692 CHF | 99.37% | 99.37% |