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 | 0.66% | 1.54 CHF | 1.55 CHF | 194'000 | 100'000 | 192'242 | 99'156 | 292'881 CHF | 152'060 CHF | 100.00% | 100.00% |
02.12.2024 | 0.71% | 1.49 CHF | 1.50 CHF | 200'000 | 100'000 | 198'121 | 99'165 | 279'769 CHF | 141'032 CHF | 100.00% | 100.00% |
29.11.2024 | 0.80% | 1.34 CHF | 1.35 CHF | 200'000 | 100'000 | 198'122 | 99'165 | 248'143 CHF | 125'196 CHF | 100.00% | 100.00% |
28.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 200'000 | 100'000 | 198'124 | 99'166 | 242'021 CHF | 122'130 CHF | 100.00% | 100.00% |
27.11.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 200'000 | 100'000 | 198'122 | 99'165 | 224'963 CHF | 113'595 CHF | 100.00% | 100.00% |
26.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 200'000 | 100'000 | 198'119 | 99'164 | 234'918 CHF | 118'579 CHF | 99.99% | 99.99% |
25.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 200'000 | 100'000 | 198'121 | 99'165 | 243'109 CHF | 122'676 CHF | 100.00% | 100.00% |
22.11.2024 | 0.89% | 1.18 CHF | 1.19 CHF | 200'000 | 100'000 | 198'119 | 99'164 | 224'861 CHF | 113'546 CHF | 100.00% | 100.00% |
20.11.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 200'000 | 100'000 | 198'114 | 99'162 | 218'338 CHF | 110'280 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 200'000 | 100'000 | 198'117 | 99'163 | 205'909 CHF | 104'056 CHF | 100.00% | 100.00% |