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 | 2.28% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 43'320 CHF | 44'320 CHF | 100.00% | 100.00% |
02.12.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'434 CHF | 48'434 CHF | 100.00% | 100.00% |
29.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'000 CHF | 49'000 CHF | 100.00% | 100.00% |
28.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'950 CHF | 48'950 CHF | 100.00% | 100.00% |
27.11.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'707 CHF | 49'707 CHF | 100.00% | 100.00% |
26.11.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'087 CHF | 50'087 CHF | 94.70% | 94.70% |
25.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 43'819 CHF | 44'819 CHF | 100.00% | 100.00% |
22.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'929 CHF | 45'929 CHF | 100.00% | 100.00% |
20.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'657 CHF | 45'657 CHF | 99.97% | 99.97% |
19.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 46'878 CHF | 47'878 CHF | 99.86% | 99.86% |