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 | 1.03% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'986 CHF | 146'829 CHF | 99.44% | 99.44% |
02.12.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 439'262 CHF | 147'921 CHF | 98.53% | 98.53% |
29.11.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'531 CHF | 147'677 CHF | 99.38% | 99.38% |
28.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 434'931 CHF | 146'477 CHF | 98.34% | 98.34% |
27.11.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 416'350 CHF | 140'283 CHF | 99.37% | 99.37% |
26.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'862 CHF | 152'121 CHF | 97.47% | 97.47% |
25.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'566 CHF | 154'689 CHF | 99.37% | 99.37% |
22.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'472 CHF | 154'324 CHF | 99.36% | 99.36% |
20.11.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 519'678 CHF | 174'726 CHF | 99.37% | 99.37% |
19.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 527'877 CHF | 177'459 CHF | 98.90% | 98.90% |