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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.12.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 470'028 CHF | 288'016 CHF | 98.35% | 98.35% |
29.11.2024 | 1.71% | 0.52 CHF | 0.53 CHF | 1'000'000 | 600'000 | 1'000'000 | 564'191 | 579'012 CHF | 331'619 CHF | 99.16% | 99.16% |
28.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 1'000'000 | 500'000 | 1'000'000 | 516'021 | 600'622 CHF | 314'637 CHF | 99.06% | 99.06% |
27.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 688'192 CHF | 349'096 CHF | 99.16% | 99.16% |
26.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 666'406 CHF | 338'203 CHF | 98.86% | 98.86% |
25.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 1'000'000 | 500'000 | 1'000'000 | 545'902 | 622'124 CHF | 344'510 CHF | 99.16% | 99.16% |
22.11.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 1'000'000 | 600'000 | 1'000'000 | 539'883 | 646'269 CHF | 352'681 CHF | 99.16% | 99.16% |
20.11.2024 | 1.29% | 0.84 CHF | 0.85 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 774'548 CHF | 392'274 CHF | 99.17% | 99.17% |