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 | 0.53% | 3.88 CHF | 3.90 CHF | 260'000 | 260'000 | 256'587 | 256'587 | 1'023'640 CHF | 1'028'800 CHF | 100.00% | 100.00% |
02.12.2024 | 0.51% | 4.04 CHF | 4.06 CHF | 260'000 | 260'000 | 256'591 | 256'591 | 1'052'240 CHF | 1'057'400 CHF | 100.00% | 100.00% |
29.11.2024 | 0.52% | 4.11 CHF | 4.13 CHF | 260'000 | 260'000 | 256'576 | 256'576 | 1'045'350 CHF | 1'050'510 CHF | 100.00% | 100.00% |
28.11.2024 | 0.52% | 4.07 CHF | 4.09 CHF | 130'000 | 130'000 | 229'381 | 229'381 | 927'478 CHF | 932'086 CHF | 100.00% | 100.00% |
27.11.2024 | 0.52% | 4.10 CHF | 4.12 CHF | 260'000 | 260'000 | 256'581 | 256'581 | 1'044'720 CHF | 1'049'890 CHF | 100.00% | 100.00% |
26.11.2024 | 0.53% | 3.87 CHF | 3.89 CHF | 260'000 | 260'000 | 256'590 | 256'590 | 1'017'260 CHF | 1'022'430 CHF | 100.00% | 100.00% |
25.11.2024 | 0.53% | 4.00 CHF | 4.02 CHF | 270'000 | 270'000 | 266'453 | 266'453 | 1'051'580 CHF | 1'056'940 CHF | 100.00% | 100.00% |
22.11.2024 | 0.61% | 3.62 CHF | 3.64 CHF | 290'000 | 290'000 | 286'188 | 286'188 | 994'840 CHF | 1'000'600 CHF | 100.00% | 100.00% |
20.11.2024 | 0.68% | 3.01 CHF | 3.03 CHF | 310'000 | 310'000 | 305'932 | 305'932 | 945'035 CHF | 951'190 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 2.99 CHF | 3.01 CHF | 300'000 | 300'000 | 296'050 | 296'050 | 874'434 CHF | 880'391 CHF | 100.00% | 100.00% |