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 | 1.31% | 0.78 CHF | 0.79 CHF | 490'000 | 490'000 | 127'705 | 127'705 | 99'520 CHF | 100'801 CHF | 100.00% | 100.00% |
02.12.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 495'000 | 495'000 | 218'483 | 218'483 | 169'485 CHF | 171'674 CHF | 99.90% | 99.90% |
29.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 490'000 | 490'000 | 219'166 | 219'166 | 168'232 CHF | 170'428 CHF | 100.00% | 100.00% |
28.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 198'000 | 198'000 | 158'866 | 158'866 | 123'900 CHF | 125'489 CHF | 97.04% | 100.00% |
27.11.2024 | 2.52% | 0.77 CHF | 0.79 CHF | 245'000 | 245'000 | 114'044 | 114'044 | 86'663 CHF | 88'867 CHF | 99.90% | 99.90% |
26.11.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 495'000 | 495'000 | 220'074 | 220'074 | 173'534 CHF | 175'738 CHF | 100.00% | 100.00% |
25.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 500'000 | 500'000 | 222'759 | 222'759 | 180'511 CHF | 182'743 CHF | 100.00% | 100.00% |
22.11.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 500'000 | 500'000 | 223'048 | 223'048 | 186'417 CHF | 188'651 CHF | 100.00% | 100.00% |
20.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 485'000 | 485'000 | 216'778 | 216'778 | 165'208 CHF | 167'380 CHF | 99.90% | 99.90% |
19.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 490'000 | 490'000 | 217'127 | 217'127 | 163'806 CHF | 165'982 CHF | 100.00% | 100.00% |