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 | 2.31% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 85'587 CHF | 87'587 CHF | 99.81% | 99.81% |
02.12.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 80'121 CHF | 82'121 CHF | 99.81% | 99.81% |
29.11.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'292 CHF | 94'292 CHF | 99.81% | 99.81% |
28.11.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'442 CHF | 93'442 CHF | 99.81% | 99.81% |
27.11.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'760 CHF | 103'760 CHF | 99.81% | 99.81% |
26.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'564 CHF | 103'564 CHF | 99.69% | 99.69% |
25.11.2024 | 2.06% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'269 CHF | 98'269 CHF | 98.39% | 98.39% |
22.11.2024 | 1.95% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'712 CHF | 103'712 CHF | 99.81% | 99.81% |
20.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'860 CHF | 93'860 CHF | 99.81% | 99.81% |
19.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 102'104 CHF | 104'104 CHF | 99.72% | 99.72% |