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 | 2.43% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'695 | 50'000 | 51'767 CHF | 43'708 CHF | 89.56% | 89.56% |
02.12.2024 | 2.45% | 0.87 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'356 CHF | 64'926 CHF | 90.91% | 90.91% |
29.11.2024 | 2.50% | 0.82 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'372 CHF | 61'898 CHF | 100.00% | 100.00% |
28.11.2024 | 2.46% | 0.82 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'896 CHF | 63'439 CHF | 97.11% | 97.11% |
27.11.2024 | 2.63% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'191 CHF | 39'739 CHF | 99.56% | 99.56% |
26.11.2024 | 2.39% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'799 CHF | 44'210 CHF | 100.00% | 100.00% |
25.11.2024 | 2.48% | 0.86 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'806 CHF | 63'361 CHF | 99.12% | 99.12% |
22.11.2024 | 2.57% | 0.81 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'106 CHF | 60'642 CHF | 99.98% | 99.98% |
20.11.2024 | 2.85% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 77'333 | 75'000 | 54'911 CHF | 54'831 CHF | 100.00% | 100.00% |
19.11.2024 | 2.08% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 77'517 | 75'000 | 54'729 CHF | 54'105 CHF | 99.99% | 99.99% |