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 | 0.50% | 2.00 CHF | 2.01 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 1'791'420 CHF | 600'140 CHF | 99.34% | 99.34% |
02.12.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 1'786'840 CHF | 598'614 CHF | 92.28% | 92.28% |
29.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 900'000 | 300'000 | 690'565 | 233'589 | 1'364'960 CHF | 464'055 CHF | 99.38% | 99.38% |
28.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'195'260 CHF | 400'421 CHF | 98.31% | 98.31% |
27.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'181'920 CHF | 395'972 CHF | 99.37% | 99.37% |
26.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'199'100 CHF | 401'699 CHF | 97.47% | 97.47% |
25.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'220'350 CHF | 408'783 CHF | 98.80% | 98.80% |
22.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'234'110 CHF | 413'371 CHF | 99.37% | 99.37% |
20.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'185'340 CHF | 397'114 CHF | 99.03% | 99.03% |
19.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'179'010 CHF | 395'005 CHF | 99.38% | 99.38% |