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 | 0.88% | 1.15 CHF | 1.16 CHF | 342'000 | 100'000 | 337'885 | 99'312 | 384'064 CHF | 113'882 CHF | 100.00% | 100.00% |
02.12.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 328'000 | 100'000 | 325'692 | 99'300 | 375'500 CHF | 115'473 CHF | 100.00% | 100.00% |
29.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 320'000 | 100'000 | 317'751 | 99'292 | 386'223 CHF | 121'685 CHF | 100.00% | 100.00% |
28.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 309'000 | 100'000 | 306'183 | 99'281 | 375'684 CHF | 122'816 CHF | 100.00% | 100.00% |
27.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 309'000 | 100'000 | 304'883 | 99'278 | 387'042 CHF | 127'027 CHF | 100.00% | 100.00% |
26.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 316'000 | 100'000 | 313'371 | 99'285 | 393'197 CHF | 125'564 CHF | 100.00% | 100.00% |
25.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 322'000 | 100'000 | 319'283 | 99'295 | 388'433 CHF | 121'796 CHF | 100.00% | 100.00% |
22.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 297'000 | 100'000 | 294'424 | 99'265 | 361'637 CHF | 122'916 CHF | 100.00% | 100.00% |
20.11.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 293'000 | 100'000 | 289'729 | 99'259 | 375'373 CHF | 129'591 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 312'000 | 100'000 | 308'385 | 99'284 | 412'906 CHF | 133'924 CHF | 100.00% | 100.00% |