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 | 1.04% | 0.97 CHF | 0.98 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 278'235 CHF | 281'135 CHF | 100.00% | 100.00% |
02.12.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 290'000 | 290'000 | 290'016 | 290'016 | 279'248 CHF | 282'148 CHF | 100.00% | 100.00% |
29.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 290'000 | 290'000 | 296'648 | 296'648 | 289'330 CHF | 292'296 CHF | 99.57% | 99.57% |
28.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300'000 | 300'000 | 299'738 | 299'738 | 294'708 CHF | 297'705 CHF | 99.43% | 99.43% |
27.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 298'182 CHF | 301'182 CHF | 100.00% | 100.00% |
26.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 300'155 CHF | 303'155 CHF | 100.00% | 100.00% |
25.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300'000 | 300'000 | 299'805 | 299'805 | 295'170 CHF | 298'169 CHF | 100.00% | 100.00% |
22.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 290'000 | 290'000 | 295'030 | 295'030 | 287'950 CHF | 290'900 CHF | 100.00% | 100.00% |
20.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 302'438 CHF | 305'438 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 304'089 CHF | 307'089 CHF | 99.83% | 99.83% |