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 | 1.68% | 0.61 CHF | 0.62 CHF | 490'000 | 490'000 | 127'708 | 127'708 | 77'446 CHF | 78'728 CHF | 100.00% | 100.00% |
02.12.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 495'000 | 495'000 | 218'482 | 218'482 | 131'724 CHF | 133'913 CHF | 99.90% | 99.90% |
29.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 490'000 | 490'000 | 219'162 | 219'162 | 130'627 CHF | 132'823 CHF | 100.00% | 100.00% |
28.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 198'000 | 198'000 | 158'851 | 158'851 | 96'568 CHF | 98'157 CHF | 97.04% | 100.00% |
27.11.2024 | 3.24% | 0.59 CHF | 0.61 CHF | 245'000 | 245'000 | 114'049 | 114'049 | 67'001 CHF | 69'205 CHF | 99.90% | 99.90% |
26.11.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 495'000 | 495'000 | 220'069 | 220'069 | 135'226 CHF | 137'431 CHF | 100.00% | 100.00% |
25.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 500'000 | 500'000 | 222'747 | 222'747 | 141'959 CHF | 144'191 CHF | 100.00% | 100.00% |
22.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 500'000 | 500'000 | 222'999 | 222'999 | 147'344 CHF | 149'579 CHF | 100.00% | 100.00% |
20.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 485'000 | 485'000 | 216'789 | 216'789 | 127'867 CHF | 130'039 CHF | 99.90% | 99.90% |
19.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 490'000 | 490'000 | 217'116 | 217'116 | 126'528 CHF | 128'703 CHF | 100.00% | 100.00% |