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 | 0.39% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 191'264 CHF | 192'014 CHF | 100.00% | 100.00% |
02.12.2024 | 0.43% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'904 CHF | 176'654 CHF | 100.00% | 100.00% |
29.11.2024 | 0.44% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 171'463 CHF | 172'213 CHF | 100.00% | 100.00% |
28.11.2024 | 0.43% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'088 CHF | 175'838 CHF | 100.00% | 100.00% |
27.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'735 CHF | 163'485 CHF | 100.00% | 100.00% |
26.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 170'910 CHF | 171'660 CHF | 99.89% | 99.89% |
25.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'331 CHF | 178'081 CHF | 98.43% | 98.43% |
22.11.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 168'126 CHF | 168'876 CHF | 100.00% | 100.00% |
20.11.2024 | 0.47% | 2.04 CHF | 2.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 158'652 CHF | 159'402 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 10'632 CHF | 10'682 CHF | 99.87% | 99.87% |