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 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 53'485 CHF | 54'477 CHF | 100.00% | 100.00% |
02.12.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 56'740 CHF | 57'732 CHF | 100.00% | 100.00% |
29.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 57'418 CHF | 58'409 CHF | 100.00% | 100.00% |
28.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'057 | 99'057 | 57'251 CHF | 58'242 CHF | 100.00% | 100.00% |
27.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 57'553 CHF | 58'545 CHF | 100.00% | 100.00% |
26.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 58'223 CHF | 59'214 CHF | 100.00% | 100.00% |
25.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 54'088 CHF | 55'079 CHF | 100.00% | 100.00% |
22.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 54'812 CHF | 55'804 CHF | 100.00% | 100.00% |
20.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 54'740 CHF | 55'732 CHF | 100.00% | 100.00% |
19.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 56'454 CHF | 57'445 CHF | 98.90% | 98.90% |