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 | 0.30% | 3.50 CHF | 3.51 CHF | 250'000 | 250'000 | 95'621 | 95'621 | 334'127 CHF | 335'087 CHF | 97.47% | 97.47% |
02.12.2024 | 0.30% | 3.52 CHF | 3.53 CHF | 250'000 | 250'000 | 95'408 | 95'408 | 332'420 CHF | 333'377 CHF | 95.28% | 95.28% |
29.11.2024 | 0.75% | 3.48 CHF | 3.50 CHF | 125'000 | 125'000 | 55'058 | 55'058 | 189'810 CHF | 190'742 CHF | 97.23% | 97.23% |
28.11.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 80'000 | 80'000 | 63'843 | 63'843 | 218'501 CHF | 219'139 CHF | 99.05% | 99.05% |
27.11.2024 | 0.51% | 3.22 CHF | 3.24 CHF | 135'000 | 135'000 | 81'010 | 81'010 | 265'357 CHF | 266'412 CHF | 95.83% | 95.83% |
26.11.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 250'000 | 250'000 | 95'071 | 95'071 | 326'248 CHF | 327'204 CHF | 95.36% | 95.36% |
25.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 250'000 | 250'000 | 86'977 | 86'977 | 310'517 CHF | 311'432 CHF | 93.12% | 93.12% |
22.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 250'000 | 250'000 | 92'664 | 92'664 | 351'908 CHF | 352'836 CHF | 93.98% | 93.98% |
20.11.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 250'000 | 250'000 | 92'601 | 92'601 | 354'270 CHF | 355'198 CHF | 95.09% | 95.09% |
19.11.2024 | 0.66% | 3.72 CHF | 3.73 CHF | 250'000 | 250'000 | 77'684 | 77'684 | 284'235 CHF | 285'430 CHF | 89.43% | 89.43% |