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 | 0.70% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 640'478 CHF | 214'993 CHF | 99.44% | 99.44% |
02.12.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 643'276 CHF | 215'925 CHF | 98.53% | 98.53% |
29.11.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 642'796 CHF | 215'765 CHF | 99.37% | 99.37% |
28.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 639'543 CHF | 214'681 CHF | 98.34% | 98.34% |
27.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 620'441 CHF | 208'314 CHF | 99.37% | 99.37% |
26.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 656'280 CHF | 220'260 CHF | 97.46% | 97.46% |
25.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 663'948 CHF | 222'816 CHF | 99.37% | 99.37% |
22.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 661'899 CHF | 222'133 CHF | 99.37% | 99.37% |
20.11.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 724'407 CHF | 242'969 CHF | 99.38% | 99.38% |
19.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 732'438 CHF | 245'646 CHF | 98.90% | 98.90% |