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 | 1.17% | 0.83 CHF | 0.84 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 318'807 CHF | 107'519 CHF | 99.34% | 99.34% |
02.12.2024 | 1.15% | 0.82 CHF | 0.83 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 325'049 CHF | 109'600 CHF | 92.27% | 92.27% |
29.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 375'000 | 125'000 | 322'642 | 141'603 | 278'121 CHF | 123'477 CHF | 99.38% | 99.38% |
28.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 251'571 CHF | 127'286 CHF | 98.30% | 98.30% |
27.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 265'948 CHF | 134'474 CHF | 99.37% | 99.37% |
26.11.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 251'569 CHF | 127'284 CHF | 97.47% | 97.47% |
25.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 230'589 CHF | 116'794 CHF | 98.81% | 98.81% |
22.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 217'191 CHF | 110'096 CHF | 99.37% | 99.37% |
20.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 267'108 CHF | 135'054 CHF | 99.03% | 99.03% |
19.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 270'541 CHF | 136'771 CHF | 99.38% | 99.38% |