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 | 0.92% | 1.07 CHF | 1.08 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 405'220 CHF | 136'323 CHF | 99.33% | 99.33% |
02.12.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 411'792 CHF | 138'514 CHF | 92.28% | 92.28% |
29.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 375'000 | 125'000 | 322'641 | 141'603 | 352'119 CHF | 155'950 CHF | 99.38% | 99.38% |
28.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 320'535 CHF | 161'767 CHF | 98.34% | 98.34% |
27.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 334'714 CHF | 168'857 CHF | 99.37% | 99.37% |
26.11.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 320'650 CHF | 161'825 CHF | 97.47% | 97.47% |
25.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 299'680 CHF | 151'340 CHF | 98.80% | 98.80% |
22.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 286'684 CHF | 144'842 CHF | 99.37% | 99.37% |
20.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 336'014 CHF | 169'507 CHF | 99.03% | 99.03% |
19.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 339'412 CHF | 171'206 CHF | 99.37% | 99.37% |