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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.12.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 731'631 CHF | 741'631 CHF | 100.00% | 100.00% |
09.12.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 723'725 CHF | 733'725 CHF | 100.00% | 100.00% |
06.12.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 995'906 | 995'906 | 727'427 CHF | 737'386 CHF | 100.00% | 100.00% |
05.12.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 995'824 | 995'824 | 747'088 CHF | 757'046 CHF | 100.00% | 100.00% |
04.12.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 1'000'000 | 1'000'000 | 997'952 | 997'952 | 769'753 CHF | 779'732 CHF | 100.00% | 100.00% |
03.12.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 794'078 CHF | 804'078 CHF | 100.00% | 100.00% |
02.12.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 997'970 | 997'970 | 835'413 CHF | 845'393 CHF | 100.00% | 100.00% |
29.11.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 997'409 | 997'409 | 871'360 CHF | 881'334 CHF | 100.00% | 100.00% |
28.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 873'344 CHF | 883'344 CHF | 100.00% | 100.00% |
27.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 1'000'000 | 1'000'000 | 997'880 | 997'880 | 897'592 CHF | 907'571 CHF | 100.00% | 100.00% |