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 | 1.10% | 0.92 CHF | 0.93 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 339'935 CHF | 114'562 CHF | 99.43% | 99.43% |
02.12.2024 | 1.29% | 0.83 CHF | 0.84 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 288'433 CHF | 97'394 CHF | 98.53% | 98.53% |
29.11.2024 | 1.36% | 0.83 CHF | 0.84 CHF | 375'000 | 125'000 | 322'676 | 108'391 | 236'699 CHF | 80'591 CHF | 99.44% | 99.44% |
28.11.2024 | 1.31% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 228'587 CHF | 77'196 CHF | 98.39% | 98.39% |
27.11.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'178 CHF | 66'393 CHF | 99.44% | 99.44% |
26.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'591 CHF | 73'530 CHF | 97.54% | 97.54% |
25.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 234'508 CHF | 79'169 CHF | 99.44% | 99.44% |
22.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'156 CHF | 71'385 CHF | 99.43% | 99.43% |
20.11.2024 | 1.62% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'498 CHF | 62'499 CHF | 99.44% | 99.44% |
19.11.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'835 CHF | 63'278 CHF | 98.97% | 98.97% |