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 | 0.89% | 1.14 CHF | 1.15 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 419'688 CHF | 141'146 CHF | 99.43% | 99.43% |
02.12.2024 | 1.01% | 1.04 CHF | 1.05 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 368'378 CHF | 124'043 CHF | 98.51% | 98.51% |
29.11.2024 | 1.06% | 1.04 CHF | 1.05 CHF | 375'000 | 125'000 | 322'678 | 108'392 | 305'242 CHF | 103'617 CHF | 99.44% | 99.44% |
28.11.2024 | 1.02% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'253 CHF | 98'418 CHF | 98.41% | 98.41% |
27.11.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 259'749 CHF | 87'583 CHF | 99.44% | 99.44% |
26.11.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'416 CHF | 94'805 CHF | 97.55% | 97.55% |
25.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'391 CHF | 100'464 CHF | 99.44% | 99.44% |
22.11.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'666 CHF | 92'555 CHF | 99.44% | 99.44% |
20.11.2024 | 1.20% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'481 CHF | 83'827 CHF | 99.44% | 99.44% |
19.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'786 CHF | 84'595 CHF | 98.97% | 98.97% |