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 | 1.55% | 0.64 CHF | 0.65 CHF | 55'000 | 55'000 | 54'769 | 54'769 | 35'518 CHF | 36'066 CHF | 100.00% | 100.00% |
02.12.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 51'000 | 51'000 | 50'965 | 50'965 | 33'361 CHF | 33'871 CHF | 100.00% | 100.00% |
29.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 51'000 | 51'000 | 50'521 | 50'521 | 34'684 CHF | 35'190 CHF | 100.00% | 100.00% |
28.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 47'000 | 47'000 | 46'413 | 46'413 | 31'071 CHF | 31'536 CHF | 100.00% | 100.00% |
27.11.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 54'000 | 54'000 | 53'464 | 53'464 | 38'235 CHF | 38'770 CHF | 100.00% | 100.00% |
26.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 53'000 | 53'000 | 52'534 | 52'534 | 34'062 CHF | 34'587 CHF | 100.00% | 100.00% |
25.11.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 49'000 | 49'000 | 49'120 | 49'120 | 33'379 CHF | 33'870 CHF | 100.00% | 100.00% |
22.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 47'000 | 47'000 | 46'559 | 46'559 | 33'080 CHF | 33'546 CHF | 99.99% | 99.99% |
20.11.2024 | 1.28% | 0.82 CHF | 0.83 CHF | 44'000 | 44'000 | 43'394 | 43'394 | 34'042 CHF | 34'476 CHF | 100.00% | 100.00% |
19.11.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 47'000 | 47'000 | 45'886 | 45'886 | 36'274 CHF | 36'733 CHF | 100.00% | 100.00% |