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 | 3.02% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 32'655 CHF | 33'655 CHF | 100.00% | 100.00% |
02.12.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'611 CHF | 29'611 CHF | 100.00% | 100.00% |
29.11.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'009 CHF | 29'009 CHF | 100.00% | 100.00% |
28.11.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'117 CHF | 29'117 CHF | 100.00% | 100.00% |
27.11.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 27'397 CHF | 28'397 CHF | 100.00% | 100.00% |
26.11.2024 | 3.64% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'979 CHF | 27'979 CHF | 94.70% | 94.70% |
25.11.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 32'221 CHF | 33'221 CHF | 100.00% | 100.00% |
22.11.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 31'225 CHF | 32'225 CHF | 100.00% | 100.00% |
20.11.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 31'475 CHF | 32'475 CHF | 99.95% | 99.95% |
19.11.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 29'500 CHF | 30'500 CHF | 99.85% | 99.85% |