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 | 1.03% | 0.97 CHF | 0.98 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 865'765 CHF | 291'588 CHF | 99.34% | 99.34% |
02.12.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 862'287 CHF | 290'429 CHF | 92.28% | 92.28% |
29.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 900'000 | 300'000 | 690'567 | 233'589 | 659'515 CHF | 225'439 CHF | 99.38% | 99.38% |
28.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 581'103 CHF | 195'701 CHF | 98.32% | 98.32% |
27.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 568'276 CHF | 191'425 CHF | 99.38% | 99.38% |
26.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 583'198 CHF | 196'399 CHF | 97.48% | 97.48% |
25.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 602'610 CHF | 202'870 CHF | 98.80% | 98.80% |
22.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 614'697 CHF | 206'899 CHF | 99.37% | 99.37% |
20.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 569'895 CHF | 191'965 CHF | 99.03% | 99.03% |
19.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 565'674 CHF | 190'558 CHF | 99.37% | 99.37% |