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 | 1.62% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 305'309 CHF | 62'062 CHF | 99.27% | 99.27% |
02.12.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 332'879 CHF | 67'576 CHF | 99.18% | 99.18% |
29.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 335'397 CHF | 68'080 CHF | 99.27% | 99.27% |
28.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 335'755 CHF | 68'151 CHF | 99.27% | 99.27% |
27.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 339'978 CHF | 68'996 CHF | 99.27% | 99.27% |
26.11.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 344'673 CHF | 69'935 CHF | 98.88% | 98.88% |
25.11.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 308'790 CHF | 62'758 CHF | 99.27% | 99.27% |
22.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 315'884 CHF | 64'177 CHF | 99.27% | 99.27% |
20.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 314'987 CHF | 63'997 CHF | 99.27% | 99.27% |
19.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 328'717 CHF | 66'743 CHF | 99.27% | 99.27% |