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 | 0.50% | 2.00 CHF | 2.01 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 742'204 CHF | 248'651 CHF | 99.44% | 99.44% |
02.12.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 690'754 CHF | 231'501 CHF | 98.52% | 98.52% |
29.11.2024 | 0.55% | 1.90 CHF | 1.91 CHF | 375'000 | 125'000 | 322'676 | 108'392 | 582'515 CHF | 196'759 CHF | 99.44% | 99.44% |
28.11.2024 | 0.54% | 1.78 CHF | 1.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 550'351 CHF | 184'450 CHF | 98.38% | 98.38% |
27.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 517'218 CHF | 173'406 CHF | 99.44% | 99.44% |
26.11.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 539'175 CHF | 180'725 CHF | 97.54% | 97.54% |
25.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 556'571 CHF | 186'524 CHF | 99.44% | 99.44% |
22.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 531'479 CHF | 178'160 CHF | 99.43% | 99.43% |
20.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 506'836 CHF | 169'945 CHF | 99.44% | 99.44% |
19.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 508'652 CHF | 170'551 CHF | 98.97% | 98.97% |