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 | 0.88% | 1.14 CHF | 1.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 1'018'310 CHF | 342'437 CHF | 99.34% | 99.34% |
02.12.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 1'013'860 CHF | 340'952 CHF | 92.27% | 92.27% |
29.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 900'000 | 300'000 | 690'566 | 233'588 | 775'044 CHF | 264'492 CHF | 99.38% | 99.38% |
28.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 682'677 CHF | 229'559 CHF | 98.32% | 98.32% |
27.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 669'167 CHF | 225'056 CHF | 99.37% | 99.37% |
26.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 684'087 CHF | 230'029 CHF | 97.47% | 97.47% |
25.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 704'404 CHF | 236'801 CHF | 98.80% | 98.80% |
22.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 716'554 CHF | 240'851 CHF | 99.37% | 99.37% |
20.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 671'355 CHF | 225'785 CHF | 99.03% | 99.03% |
19.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 665'750 CHF | 223'917 CHF | 99.38% | 99.38% |