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 | 0.35% | 6.01 CHF | 6.03 CHF | 180'000 | 180'000 | 177'637 | 177'637 | 1'085'760 CHF | 1'089'340 CHF | 100.00% | 100.00% |
02.12.2024 | 0.34% | 6.15 CHF | 6.17 CHF | 180'000 | 180'000 | 177'638 | 177'638 | 1'106'790 CHF | 1'110'360 CHF | 100.00% | 100.00% |
29.11.2024 | 0.34% | 6.24 CHF | 6.26 CHF | 180'000 | 180'000 | 177'629 | 177'629 | 1'095'980 CHF | 1'099'550 CHF | 100.00% | 100.00% |
28.11.2024 | 0.35% | 6.16 CHF | 6.18 CHF | 90'000 | 90'000 | 158'802 | 158'802 | 971'843 CHF | 975'033 CHF | 100.00% | 100.00% |
27.11.2024 | 0.34% | 6.19 CHF | 6.21 CHF | 180'000 | 180'000 | 177'634 | 177'634 | 1'096'920 CHF | 1'100'490 CHF | 100.00% | 100.00% |
26.11.2024 | 0.35% | 5.91 CHF | 5.93 CHF | 180'000 | 180'000 | 177'636 | 177'636 | 1'069'760 CHF | 1'073'330 CHF | 99.97% | 99.97% |
25.11.2024 | 0.35% | 6.06 CHF | 6.08 CHF | 180'000 | 180'000 | 177'635 | 177'635 | 1'071'200 CHF | 1'074'770 CHF | 100.00% | 100.00% |
22.11.2024 | 0.39% | 5.62 CHF | 5.64 CHF | 180'000 | 180'000 | 177'636 | 177'636 | 961'326 CHF | 964'899 CHF | 100.00% | 100.00% |
20.11.2024 | 0.43% | 4.80 CHF | 4.82 CHF | 180'000 | 180'000 | 177'636 | 177'636 | 873'511 CHF | 877'085 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 4.78 CHF | 4.80 CHF | 180'000 | 180'000 | 177'630 | 177'630 | 842'321 CHF | 845'895 CHF | 100.00% | 100.00% |