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 | 0.86% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 288'766 CHF | 116'507 CHF | 99.38% | 99.38% |
02.12.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 290'300 CHF | 117'120 CHF | 98.62% | 98.62% |
29.11.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 296'391 CHF | 119'556 CHF | 99.37% | 99.37% |
28.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 300'434 CHF | 121'173 CHF | 99.38% | 99.38% |
27.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 305'738 CHF | 123'295 CHF | 99.17% | 99.17% |
26.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 308'693 CHF | 124'477 CHF | 98.82% | 98.82% |
25.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 300'080 CHF | 121'032 CHF | 99.38% | 99.38% |
22.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 296'446 CHF | 119'578 CHF | 99.26% | 99.26% |
20.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 312'258 CHF | 125'903 CHF | 99.38% | 99.38% |
19.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 315'058 CHF | 127'023 CHF | 99.38% | 99.38% |