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 | 0.53% | 1.86 CHF | 1.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 186'660 CHF | 187'660 CHF | 100.00% | 100.00% |
02.12.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 187'387 CHF | 188'387 CHF | 100.00% | 100.00% |
29.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 191'654 CHF | 192'654 CHF | 100.00% | 100.00% |
28.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 189'673 CHF | 190'673 CHF | 100.00% | 100.00% |
27.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 194'917 CHF | 195'917 CHF | 100.00% | 100.00% |
26.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 185'774 CHF | 186'774 CHF | 98.28% | 98.28% |
25.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 189'867 CHF | 190'867 CHF | 100.00% | 100.00% |
22.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 193'832 CHF | 194'832 CHF | 100.00% | 100.00% |
20.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 201'868 CHF | 202'868 CHF | 99.73% | 99.73% |
19.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 202'557 CHF | 203'557 CHF | 99.81% | 99.81% |