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 | 1.03% | 5.21 CHF | 5.24 CHF | 10'000 | 5'000 | 10'000 | 1'877 | 51'525 CHF | 9'813 CHF | 98.55% | 98.55% |
02.12.2024 | 1.06% | 5.25 CHF | 5.28 CHF | 10'000 | 5'000 | 14'502 | 1'926 | 72'230 CHF | 10'003 CHF | 93.44% | 93.44% |
29.11.2024 | 1.07% | 5.16 CHF | 5.19 CHF | 10'000 | 5'000 | 15'796 | 1'870 | 78'497 CHF | 9'520 CHF | 96.78% | 96.78% |
28.11.2024 | 1.21% | 5.00 CHF | 5.06 CHF | 10'000 | 1'000 | 18'717 | 1'000 | 92'086 CHF | 4'986 CHF | 96.49% | 96.49% |
27.11.2024 | 1.14% | 4.31 CHF | 4.34 CHF | 20'000 | 5'000 | 20'000 | 1'876 | 92'757 CHF | 8'559 CHF | 98.82% | 98.82% |
26.11.2024 | 1.07% | 4.92 CHF | 4.95 CHF | 20'000 | 5'000 | 16'861 | 1'875 | 83'349 CHF | 9'408 CHF | 98.86% | 98.86% |
25.11.2024 | 0.93% | 5.05 CHF | 5.08 CHF | 10'000 | 5'000 | 10'317 | 1'873 | 58'330 CHF | 10'223 CHF | 96.40% | 96.40% |
22.11.2024 | 0.82% | 6.04 CHF | 6.07 CHF | 10'000 | 5'000 | 10'000 | 1'865 | 64'580 CHF | 11'913 CHF | 99.49% | 99.49% |
20.11.2024 | 0.79% | 6.39 CHF | 6.43 CHF | 5'000 | 5'000 | 9'981 | 1'856 | 66'888 CHF | 12'197 CHF | 98.07% | 98.69% |
19.11.2024 | 0.91% | 6.22 CHF | 6.25 CHF | 10'000 | 5'000 | 10'000 | 1'868 | 58'778 CHF | 11'225 CHF | 99.61% | 99.61% |