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 | 0.75% | 1.35 CHF | 1.36 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 499'099 CHF | 167'616 CHF | 99.43% | 99.43% |
02.12.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 447'774 CHF | 150'508 CHF | 98.52% | 98.52% |
29.11.2024 | 0.86% | 1.25 CHF | 1.26 CHF | 375'000 | 125'000 | 322'677 | 108'392 | 373'542 CHF | 126'561 CHF | 99.44% | 99.44% |
28.11.2024 | 0.84% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 355'914 CHF | 119'638 CHF | 98.41% | 98.41% |
27.11.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 323'189 CHF | 108'730 CHF | 99.44% | 99.44% |
26.11.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 344'925 CHF | 115'975 CHF | 97.53% | 97.53% |
25.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 362'030 CHF | 121'677 CHF | 99.44% | 99.44% |
22.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 337'903 CHF | 113'634 CHF | 99.43% | 99.43% |
20.11.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 312'163 CHF | 105'054 CHF | 99.44% | 99.44% |
19.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'372 CHF | 105'791 CHF | 98.95% | 98.95% |