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 | 0.25% | 4.21 CHF | 4.22 CHF | 250'000 | 250'000 | 95'237 | 95'237 | 399'997 CHF | 400'954 CHF | 96.97% | 96.97% |
02.12.2024 | 0.25% | 4.23 CHF | 4.24 CHF | 250'000 | 250'000 | 95'170 | 95'170 | 398'827 CHF | 399'782 CHF | 95.95% | 95.95% |
29.11.2024 | 0.62% | 4.18 CHF | 4.20 CHF | 125'000 | 125'000 | 55'680 | 55'680 | 231'102 CHF | 232'038 CHF | 96.51% | 96.51% |
28.11.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 80'000 | 80'000 | 63'575 | 63'575 | 262'329 CHF | 262'964 CHF | 97.62% | 97.62% |
27.11.2024 | 0.42% | 3.92 CHF | 3.94 CHF | 135'000 | 135'000 | 80'087 | 80'087 | 318'703 CHF | 319'747 CHF | 95.85% | 95.85% |
26.11.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 250'000 | 250'000 | 95'419 | 95'419 | 394'829 CHF | 395'787 CHF | 94.74% | 94.74% |
25.11.2024 | 0.25% | 4.15 CHF | 4.16 CHF | 250'000 | 250'000 | 87'088 | 87'088 | 372'437 CHF | 373'357 CHF | 93.20% | 93.20% |
22.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 250'000 | 250'000 | 91'986 | 91'986 | 414'602 CHF | 415'523 CHF | 92.56% | 92.56% |
20.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 250'000 | 250'000 | 93'419 | 93'419 | 422'972 CHF | 423'909 CHF | 95.88% | 95.88% |
19.11.2024 | 0.55% | 4.42 CHF | 4.43 CHF | 250'000 | 250'000 | 78'153 | 78'153 | 340'550 CHF | 341'748 CHF | 90.17% | 90.17% |