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 | 0.57% | 1.76 CHF | 1.77 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 655'295 CHF | 219'682 CHF | 99.43% | 99.43% |
02.12.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 603'680 CHF | 202'477 CHF | 98.52% | 98.52% |
29.11.2024 | 0.63% | 1.67 CHF | 1.68 CHF | 375'000 | 125'000 | 322'677 | 108'392 | 507'740 CHF | 171'638 CHF | 99.44% | 99.44% |
28.11.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 480'800 CHF | 161'267 CHF | 98.41% | 98.41% |
27.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 447'767 CHF | 150'256 CHF | 99.44% | 99.44% |
26.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 469'535 CHF | 157'512 CHF | 97.54% | 97.54% |
25.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 486'825 CHF | 163'275 CHF | 99.44% | 99.44% |
22.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 462'176 CHF | 155'059 CHF | 99.43% | 99.43% |
20.11.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 437'079 CHF | 146'693 CHF | 99.44% | 99.44% |
19.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 438'916 CHF | 147'305 CHF | 98.98% | 98.98% |