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 | 1.10% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'181 CHF | 45'681 CHF | 100.00% | 100.00% |
02.12.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'576 CHF | 46'076 CHF | 100.00% | 100.00% |
29.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'241 CHF | 44'741 CHF | 100.00% | 100.00% |
28.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'893 CHF | 45'393 CHF | 100.00% | 100.00% |
27.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'320 CHF | 45'820 CHF | 100.00% | 100.00% |
26.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'609 CHF | 46'109 CHF | 99.89% | 99.89% |
25.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'573 CHF | 45'073 CHF | 98.58% | 98.58% |
22.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'305 CHF | 45'805 CHF | 100.00% | 100.00% |
20.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'874 CHF | 45'374 CHF | 100.00% | 100.00% |
19.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'860 CHF | 45'360 CHF | 99.92% | 99.92% |