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 | 1.16% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 85'593 CHF | 86'585 CHF | 100.00% | 100.00% |
02.12.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 88'907 CHF | 89'899 CHF | 100.00% | 100.00% |
29.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 89'156 CHF | 90'148 CHF | 100.00% | 100.00% |
28.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 99'056 | 99'056 | 89'151 CHF | 90'142 CHF | 100.00% | 100.00% |
27.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 89'950 CHF | 90'942 CHF | 100.00% | 100.00% |
26.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 90'311 CHF | 91'302 CHF | 100.00% | 100.00% |
25.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 86'028 CHF | 87'019 CHF | 100.00% | 100.00% |
22.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 87'014 CHF | 88'005 CHF | 100.00% | 100.00% |
20.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 86'786 CHF | 87'778 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 88'348 CHF | 89'340 CHF | 98.90% | 98.90% |