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 | 1.44% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'729 CHF | 104'743 CHF | 99.44% | 99.44% |
02.12.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'946 CHF | 105'815 CHF | 98.45% | 98.45% |
29.11.2024 | 1.43% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'408 CHF | 105'636 CHF | 99.37% | 99.37% |
28.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 308'619 CHF | 104'373 CHF | 98.33% | 98.33% |
27.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'374 CHF | 98'292 CHF | 99.37% | 99.37% |
26.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'870 CHF | 110'123 CHF | 97.48% | 97.48% |
25.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'340 CHF | 112'613 CHF | 99.37% | 99.37% |
22.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'850 CHF | 112'450 CHF | 99.37% | 99.37% |
20.11.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'240 CHF | 132'580 CHF | 99.37% | 99.37% |
19.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'676 CHF | 135'392 CHF | 98.89% | 98.89% |