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 | 1.14% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'975 CHF | 87'975 CHF | 100.00% | 100.00% |
02.12.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'212 CHF | 92'212 CHF | 100.00% | 100.00% |
29.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'847 CHF | 92'847 CHF | 100.00% | 100.00% |
28.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'624 CHF | 92'624 CHF | 100.00% | 100.00% |
27.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'255 CHF | 93'255 CHF | 100.00% | 100.00% |
26.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'883 CHF | 93'883 CHF | 94.70% | 94.70% |
25.11.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'632 CHF | 88'632 CHF | 100.00% | 100.00% |
22.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'614 CHF | 89'614 CHF | 100.00% | 100.00% |
20.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'512 CHF | 89'512 CHF | 99.97% | 99.97% |
19.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'394 CHF | 91'394 CHF | 99.85% | 99.85% |