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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11.12.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'047 CHF | 64'547 CHF | 99.03% | 99.03% |
10.12.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'586 CHF | 64'086 CHF | 100.00% | 100.00% |
09.12.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'043 CHF | 64'543 CHF | 100.00% | 100.00% |
06.12.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'951 CHF | 63'451 CHF | 99.40% | 99.40% |
05.12.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'921 CHF | 63'421 CHF | 99.19% | 99.19% |
04.12.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'769 CHF | 61'269 CHF | 100.00% | 100.00% |
03.12.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 56'221 CHF | 56'717 CHF | 100.00% | 100.00% |
02.12.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'062 CHF | 85'812 CHF | 100.00% | 100.00% |
29.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'936 CHF | 82'686 CHF | 100.00% | 100.00% |
28.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'454 CHF | 84'204 CHF | 100.00% | 100.00% |