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 | 1.33% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'923 CHF | 75'923 CHF | 100.00% | 100.00% |
02.12.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'139 CHF | 80'139 CHF | 100.00% | 100.00% |
29.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'736 CHF | 80'736 CHF | 100.00% | 100.00% |
28.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'528 CHF | 80'528 CHF | 100.00% | 100.00% |
27.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'065 CHF | 81'065 CHF | 100.00% | 100.00% |
26.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'762 CHF | 81'762 CHF | 94.70% | 94.70% |
25.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'575 CHF | 76'575 CHF | 100.00% | 100.00% |
22.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'489 CHF | 77'489 CHF | 100.00% | 100.00% |
20.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'431 CHF | 77'431 CHF | 99.97% | 99.97% |
19.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'336 CHF | 79'336 CHF | 99.85% | 99.85% |