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 | 0.48% | 4.26 CHF | 4.28 CHF | 180'000 | 180'000 | 177'637 | 177'637 | 775'846 CHF | 779'420 CHF | 100.00% | 100.00% |
02.12.2024 | 0.47% | 4.40 CHF | 4.42 CHF | 180'000 | 180'000 | 177'635 | 177'635 | 796'746 CHF | 800'319 CHF | 100.00% | 100.00% |
29.11.2024 | 0.48% | 4.51 CHF | 4.53 CHF | 180'000 | 180'000 | 177'629 | 177'629 | 788'177 CHF | 791'751 CHF | 100.00% | 100.00% |
28.11.2024 | 0.48% | 4.42 CHF | 4.44 CHF | 90'000 | 90'000 | 158'802 | 158'802 | 695'836 CHF | 699'026 CHF | 100.00% | 100.00% |
27.11.2024 | 0.48% | 4.46 CHF | 4.48 CHF | 180'000 | 180'000 | 177'633 | 177'633 | 788'770 CHF | 792'344 CHF | 100.00% | 100.00% |
26.11.2024 | 0.49% | 4.17 CHF | 4.19 CHF | 180'000 | 180'000 | 177'639 | 177'639 | 760'555 CHF | 764'128 CHF | 99.97% | 99.97% |
25.11.2024 | 0.49% | 4.32 CHF | 4.34 CHF | 180'000 | 180'000 | 177'636 | 177'636 | 761'546 CHF | 765'120 CHF | 100.00% | 100.00% |
22.11.2024 | 0.57% | 3.87 CHF | 3.89 CHF | 190'000 | 190'000 | 187'503 | 187'503 | 688'594 CHF | 692'366 CHF | 100.00% | 100.00% |
20.11.2024 | 0.66% | 3.09 CHF | 3.11 CHF | 190'000 | 190'000 | 187'506 | 187'506 | 600'279 CHF | 604'052 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 3.07 CHF | 3.09 CHF | 190'000 | 190'000 | 187'499 | 187'499 | 569'304 CHF | 573'077 CHF | 100.00% | 100.00% |