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 | 0.27% | 3.86 CHF | 3.87 CHF | 250'000 | 250'000 | 95'775 | 95'775 | 368'452 CHF | 369'414 CHF | 97.62% | 97.62% |
02.12.2024 | 0.27% | 3.87 CHF | 3.88 CHF | 250'000 | 250'000 | 95'896 | 95'896 | 368'014 CHF | 368'977 CHF | 95.99% | 95.99% |
29.11.2024 | 0.68% | 3.83 CHF | 3.85 CHF | 125'000 | 125'000 | 55'528 | 55'528 | 210'926 CHF | 211'861 CHF | 96.71% | 96.71% |
28.11.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 80'000 | 80'000 | 63'549 | 63'549 | 239'844 CHF | 240'480 CHF | 97.67% | 97.67% |
27.11.2024 | 0.46% | 3.57 CHF | 3.59 CHF | 135'000 | 135'000 | 81'156 | 81'156 | 294'339 CHF | 295'396 CHF | 96.26% | 96.26% |
26.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 250'000 | 250'000 | 94'418 | 94'418 | 357'300 CHF | 358'249 CHF | 94.84% | 94.84% |
25.11.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 250'000 | 250'000 | 86'433 | 86'433 | 339'213 CHF | 340'126 CHF | 93.36% | 93.36% |
22.11.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 250'000 | 250'000 | 92'843 | 92'843 | 385'516 CHF | 386'446 CHF | 93.11% | 93.11% |
20.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 250'000 | 250'000 | 93'071 | 93'071 | 388'732 CHF | 389'665 CHF | 95.74% | 95.74% |
19.11.2024 | 0.60% | 4.07 CHF | 4.08 CHF | 250'000 | 250'000 | 77'651 | 77'651 | 311'227 CHF | 312'422 CHF | 89.58% | 89.58% |