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 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'960 CHF | 149'820 CHF | 99.44% | 99.44% |
02.12.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'912 CHF | 148'804 CHF | 98.52% | 98.52% |
29.11.2024 | 1.01% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 443'450 CHF | 149'317 CHF | 99.37% | 99.37% |
28.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'115 CHF | 150'872 CHF | 98.33% | 98.33% |
27.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 464'838 CHF | 156'446 CHF | 99.37% | 99.37% |
26.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'898 CHF | 145'133 CHF | 97.46% | 97.46% |
25.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'068 CHF | 143'189 CHF | 99.37% | 99.37% |
22.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 422'535 CHF | 142'345 CHF | 99.37% | 99.37% |
20.11.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'164 CHF | 123'888 CHF | 99.38% | 99.38% |
19.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'114 CHF | 120'871 CHF | 98.90% | 98.90% |