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 | 0.64% | 1.56 CHF | 1.57 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 579'724 CHF | 194'491 CHF | 99.43% | 99.43% |
02.12.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 528'163 CHF | 177'304 CHF | 98.52% | 98.52% |
29.11.2024 | 0.73% | 1.47 CHF | 1.48 CHF | 375'000 | 125'000 | 322'676 | 108'391 | 442'799 CHF | 149'823 CHF | 99.44% | 99.44% |
28.11.2024 | 0.71% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 420'465 CHF | 141'155 CHF | 98.38% | 98.38% |
27.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 387'451 CHF | 130'150 CHF | 99.44% | 99.44% |
26.11.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 409'150 CHF | 137'383 CHF | 97.54% | 97.54% |
25.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 426'362 CHF | 143'121 CHF | 99.44% | 99.44% |
22.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 402'056 CHF | 135'019 CHF | 99.44% | 99.44% |
20.11.2024 | 0.79% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 376'519 CHF | 126'506 CHF | 99.44% | 99.44% |
19.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 378'517 CHF | 127'172 CHF | 98.97% | 98.97% |