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 | 1.34% | 0.74 CHF | 0.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 369'521 CHF | 74'904 CHF | 99.27% | 99.27% |
02.12.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 371'623 CHF | 75'325 CHF | 99.18% | 99.18% |
29.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 381'663 CHF | 77'333 CHF | 99.27% | 99.27% |
28.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 377'390 CHF | 76'478 CHF | 99.27% | 99.27% |
27.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 390'106 CHF | 79'021 CHF | 99.27% | 99.27% |
26.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 367'835 CHF | 74'567 CHF | 98.77% | 98.77% |
25.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 377'960 CHF | 76'592 CHF | 99.27% | 99.27% |
22.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 387'866 CHF | 78'573 CHF | 99.26% | 99.26% |
20.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 407'525 CHF | 82'505 CHF | 99.27% | 99.27% |
19.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 409'214 CHF | 82'843 CHF | 99.27% | 99.27% |