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 | 0.26% | 4.03 CHF | 4.04 CHF | 250'000 | 250'000 | 94'013 | 94'013 | 378'243 CHF | 379'187 CHF | 95.99% | 95.99% |
02.12.2024 | 0.26% | 4.05 CHF | 4.06 CHF | 250'000 | 250'000 | 94'309 | 94'309 | 378'507 CHF | 379'453 CHF | 92.05% | 92.05% |
29.11.2024 | 0.65% | 4.00 CHF | 4.02 CHF | 125'000 | 125'000 | 53'496 | 53'496 | 212'597 CHF | 213'507 CHF | 94.06% | 94.06% |
28.11.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 80'000 | 80'000 | 63'906 | 63'906 | 252'469 CHF | 253'108 CHF | 97.67% | 97.67% |
27.11.2024 | 0.44% | 3.74 CHF | 3.76 CHF | 135'000 | 135'000 | 79'969 | 79'969 | 304'124 CHF | 305'169 CHF | 93.00% | 93.00% |
26.11.2024 | 0.26% | 3.94 CHF | 3.95 CHF | 250'000 | 250'000 | 99'479 | 99'479 | 394'080 CHF | 395'080 CHF | 99.25% | 99.25% |
25.11.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 250'000 | 250'000 | 85'449 | 85'449 | 350'587 CHF | 351'482 CHF | 91.88% | 91.88% |
22.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 250'000 | 250'000 | 91'295 | 91'295 | 395'378 CHF | 396'292 CHF | 89.41% | 89.41% |
20.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 250'000 | 250'000 | 90'170 | 90'170 | 392'627 CHF | 393'532 CHF | 94.13% | 94.13% |
19.11.2024 | 0.58% | 4.24 CHF | 4.25 CHF | 250'000 | 250'000 | 77'568 | 77'568 | 324'504 CHF | 325'699 CHF | 88.02% | 88.02% |