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 | 2.18% | 0.40 CHF | 0.41 CHF | 500'000 | 500'000 | 499'967 | 499'952 | 228'466 CHF | 233'457 CHF | 100.00% | 100.00% |
02.12.2024 | 1.29% | 0.56 CHF | 0.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 403'426 CHF | 408'426 CHF | 100.00% | 100.00% |
29.11.2024 | 0.74% | 1.06 CHF | 1.07 CHF | 500'000 | 500'000 | 500'000 | 499'999 | 677'512 CHF | 682'510 CHF | 100.00% | 100.00% |
28.11.2024 | 0.67% | 1.43 CHF | 1.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 740'398 CHF | 745'398 CHF | 100.00% | 100.00% |
27.11.2024 | 0.56% | 1.72 CHF | 1.73 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 896'202 CHF | 901'202 CHF | 100.00% | 100.00% |
26.11.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 805'104 CHF | 810'104 CHF | 100.00% | 100.00% |
25.11.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 737'059 CHF | 742'059 CHF | 100.00% | 100.00% |
22.11.2024 | 0.55% | 1.64 CHF | 1.65 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 903'932 CHF | 908'932 CHF | 99.76% | 99.76% |
20.11.2024 | 0.51% | 2.17 CHF | 2.18 CHF | 500'000 | 500'000 | 496'897 | 496'897 | 984'057 CHF | 989'057 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.14 CHF | 2.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'113'630 CHF | 1'118'630 CHF | 100.00% | 100.00% |