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 | 3.53% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 208'783 CHF | 72'094 CHF | 99.61% | 99.61% |
02.12.2024 | 3.51% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 210'228 CHF | 72'576 CHF | 95.45% | 95.45% |
29.11.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 208'464 CHF | 71'988 CHF | 97.63% | 97.63% |
28.11.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 542'162 | 180'721 | 145'305 CHF | 50'242 CHF | 99.37% | 99.37% |
27.11.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 216'475 CHF | 74'658 CHF | 98.59% | 98.59% |
26.11.2024 | 3.69% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 758'609 | 252'870 | 202'065 CHF | 69'884 CHF | 97.31% | 97.31% |
25.11.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 894'757 | 298'252 | 207'784 CHF | 72'244 CHF | 98.92% | 98.92% |
22.11.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 189'230 CHF | 66'077 CHF | 99.27% | 99.27% |
20.11.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'285 CHF | 61'095 CHF | 99.08% | 99.08% |
19.11.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 178'683 CHF | 61'561 CHF | 96.67% | 96.67% |