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 | 1.49% | 0.65 CHF | 0.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 333'207 CHF | 67'641 CHF | 99.27% | 99.27% |
02.12.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 375'655 CHF | 76'131 CHF | 99.18% | 99.18% |
29.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 379'842 CHF | 76'968 CHF | 99.27% | 99.27% |
28.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 378'743 CHF | 76'749 CHF | 99.27% | 99.27% |
27.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 386'951 CHF | 78'390 CHF | 99.27% | 99.27% |
26.11.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 392'697 CHF | 79'540 CHF | 98.88% | 98.88% |
25.11.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 338'839 CHF | 68'768 CHF | 99.27% | 99.27% |
22.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 349'961 CHF | 70'992 CHF | 99.26% | 99.26% |
20.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 348'172 CHF | 70'634 CHF | 99.27% | 99.27% |
19.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 368'235 CHF | 74'647 CHF | 99.27% | 99.27% |