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 | 0.60% | 1.66 CHF | 1.67 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 1'487'940 CHF | 498'980 CHF | 99.34% | 99.34% |
02.12.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 1'486'620 CHF | 498'540 CHF | 92.27% | 92.27% |
29.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 900'000 | 300'000 | 690'567 | 233'589 | 1'134'920 CHF | 386'219 CHF | 99.38% | 99.38% |
28.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 995'120 CHF | 333'707 CHF | 98.31% | 98.31% |
27.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 982'125 CHF | 329'375 CHF | 99.37% | 99.37% |
26.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 998'435 CHF | 334'812 CHF | 97.47% | 97.47% |
25.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'018'200 CHF | 341'402 CHF | 98.81% | 98.81% |
22.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'033'220 CHF | 346'408 CHF | 99.37% | 99.37% |
20.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 985'006 CHF | 330'335 CHF | 99.03% | 99.03% |
19.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 979'309 CHF | 328'436 CHF | 99.37% | 99.37% |