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 | 0.31% | 3.33 CHF | 3.34 CHF | 250'000 | 250'000 | 94'497 | 94'497 | 313'535 CHF | 314'484 CHF | 95.98% | 95.98% |
02.12.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 250'000 | 250'000 | 93'867 | 93'867 | 310'297 CHF | 311'240 CHF | 93.32% | 93.32% |
29.11.2024 | 0.80% | 3.30 CHF | 3.32 CHF | 125'000 | 125'000 | 52'981 | 52'981 | 173'337 CHF | 174'241 CHF | 93.52% | 93.52% |
28.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 80'000 | 80'000 | 63'652 | 63'652 | 206'638 CHF | 207'274 CHF | 96.23% | 96.23% |
27.11.2024 | 0.54% | 3.04 CHF | 3.06 CHF | 135'000 | 135'000 | 77'987 | 77'987 | 241'942 CHF | 242'967 CHF | 92.82% | 92.82% |
26.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 250'000 | 250'000 | 99'484 | 99'484 | 323'859 CHF | 324'859 CHF | 99.25% | 99.25% |
25.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 250'000 | 250'000 | 84'183 | 84'183 | 286'248 CHF | 287'133 CHF | 91.88% | 91.88% |
22.11.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 250'000 | 250'000 | 90'603 | 90'603 | 328'129 CHF | 329'037 CHF | 88.19% | 88.19% |
20.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 250'000 | 250'000 | 89'938 | 89'938 | 328'541 CHF | 329'443 CHF | 95.06% | 95.06% |
19.11.2024 | 0.69% | 3.54 CHF | 3.55 CHF | 250'000 | 250'000 | 78'370 | 78'370 | 273'130 CHF | 274'328 CHF | 87.72% | 87.72% |