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 | 1.02% | 0.97 CHF | 0.98 CHF | 239'000 | 100'000 | 236'143 | 99'203 | 232'009 CHF | 98'462 CHF | 100.00% | 100.00% |
02.12.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 248'064 | 99'215 | 238'538 CHF | 96'409 CHF | 99.74% | 99.74% |
29.11.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 262'000 | 100'000 | 260'556 | 99'231 | 230'528 CHF | 88'789 CHF | 100.00% | 100.00% |
28.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 277'000 | 100'000 | 274'272 | 99'248 | 239'328 CHF | 87'596 CHF | 100.00% | 100.00% |
27.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 281'000 | 100'000 | 277'324 | 99'249 | 229'007 CHF | 82'953 CHF | 100.00% | 100.00% |
26.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 270'000 | 100'000 | 267'279 | 99'236 | 225'285 CHF | 84'647 CHF | 99.99% | 99.99% |
25.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 260'000 | 100'000 | 258'061 | 99'229 | 229'263 CHF | 89'151 CHF | 100.00% | 100.00% |
22.11.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 284'000 | 100'000 | 281'841 | 99'252 | 247'888 CHF | 88'298 CHF | 100.00% | 100.00% |
20.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 296'729 | 99'265 | 240'689 CHF | 81'519 CHF | 100.00% | 100.00% |
19.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 278'000 | 100'000 | 275'152 | 99'245 | 211'136 CHF | 77'157 CHF | 100.00% | 100.00% |