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 | 0.83% | 1.20 CHF | 1.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 599'061 CHF | 120'812 CHF | 99.27% | 99.27% |
02.12.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 596'295 CHF | 120'259 CHF | 99.18% | 99.18% |
29.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 579'622 CHF | 116'924 CHF | 99.27% | 99.27% |
28.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 588'238 CHF | 118'648 CHF | 99.27% | 99.27% |
27.11.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 566'997 CHF | 114'399 CHF | 99.27% | 99.27% |
26.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 603'726 CHF | 121'745 CHF | 98.77% | 98.77% |
25.11.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 587'877 CHF | 118'575 CHF | 99.27% | 99.27% |
22.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 572'882 CHF | 115'576 CHF | 99.26% | 99.26% |
20.11.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 541'096 CHF | 109'219 CHF | 99.27% | 99.27% |
19.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 538'633 CHF | 108'727 CHF | 99.27% | 99.27% |