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 | 0.28% | 3.68 CHF | 3.69 CHF | 250'000 | 250'000 | 95'454 | 95'454 | 350'431 CHF | 351'390 CHF | 96.92% | 96.92% |
02.12.2024 | 0.28% | 3.70 CHF | 3.71 CHF | 250'000 | 250'000 | 94'977 | 94'977 | 347'638 CHF | 348'592 CHF | 96.11% | 96.11% |
29.11.2024 | 0.71% | 3.65 CHF | 3.67 CHF | 125'000 | 125'000 | 54'688 | 54'688 | 198'142 CHF | 199'067 CHF | 96.72% | 96.72% |
28.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 80'000 | 80'000 | 63'797 | 63'797 | 229'571 CHF | 230'209 CHF | 99.33% | 99.33% |
27.11.2024 | 0.48% | 3.39 CHF | 3.41 CHF | 135'000 | 135'000 | 80'277 | 80'277 | 277'047 CHF | 278'093 CHF | 96.15% | 96.15% |
26.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 250'000 | 250'000 | 95'426 | 95'426 | 344'325 CHF | 345'283 CHF | 94.81% | 94.81% |
25.11.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 250'000 | 250'000 | 86'824 | 86'824 | 325'375 CHF | 326'293 CHF | 93.07% | 93.07% |
22.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 250'000 | 250'000 | 93'737 | 93'737 | 372'520 CHF | 373'459 CHF | 93.73% | 93.73% |
20.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 250'000 | 250'000 | 92'100 | 92'100 | 368'590 CHF | 369'513 CHF | 95.67% | 95.67% |
19.11.2024 | 0.63% | 3.89 CHF | 3.90 CHF | 250'000 | 250'000 | 78'571 | 78'571 | 301'172 CHF | 302'376 CHF | 92.93% | 92.93% |