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 | 0.33% | 3.15 CHF | 3.16 CHF | 250'000 | 250'000 | 94'341 | 94'341 | 296'394 CHF | 297'342 CHF | 96.75% | 96.75% |
02.12.2024 | 0.33% | 3.17 CHF | 3.18 CHF | 250'000 | 250'000 | 94'901 | 94'901 | 297'060 CHF | 298'012 CHF | 95.88% | 95.88% |
29.11.2024 | 0.83% | 3.13 CHF | 3.15 CHF | 125'000 | 125'000 | 54'785 | 54'785 | 169'630 CHF | 170'560 CHF | 96.59% | 96.59% |
28.11.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 80'000 | 80'000 | 63'820 | 63'820 | 195'953 CHF | 196'591 CHF | 99.30% | 99.30% |
27.11.2024 | 0.57% | 2.86 CHF | 2.88 CHF | 135'000 | 135'000 | 80'769 | 80'769 | 236'186 CHF | 237'239 CHF | 96.65% | 96.65% |
26.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 250'000 | 250'000 | 95'425 | 95'425 | 293'800 CHF | 294'758 CHF | 95.15% | 95.15% |
25.11.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 250'000 | 250'000 | 87'282 | 87'282 | 280'752 CHF | 281'675 CHF | 93.51% | 93.51% |
22.11.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 250'000 | 250'000 | 91'883 | 91'883 | 316'360 CHF | 317'280 CHF | 92.88% | 92.88% |
20.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 250'000 | 250'000 | 92'127 | 92'127 | 320'171 CHF | 321'095 CHF | 94.81% | 94.81% |
19.11.2024 | 0.73% | 3.37 CHF | 3.38 CHF | 250'000 | 250'000 | 78'315 | 78'315 | 259'205 CHF | 260'404 CHF | 90.30% | 90.30% |