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 | 1.19% | 0.86 CHF | 0.87 CHF | 490'000 | 490'000 | 127'618 | 127'618 | 109'097 CHF | 110'378 CHF | 100.00% | 100.00% |
02.12.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 495'000 | 495'000 | 218'478 | 218'478 | 186'146 CHF | 188'335 CHF | 99.90% | 99.90% |
29.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 490'000 | 490'000 | 219'171 | 219'171 | 184'606 CHF | 186'802 CHF | 100.00% | 100.00% |
28.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 198'000 | 198'000 | 158'870 | 158'870 | 135'761 CHF | 137'350 CHF | 97.04% | 100.00% |
27.11.2024 | 2.29% | 0.84 CHF | 0.86 CHF | 245'000 | 245'000 | 114'043 | 114'043 | 95'160 CHF | 97'364 CHF | 99.90% | 99.90% |
26.11.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 495'000 | 495'000 | 220'072 | 220'072 | 189'802 CHF | 192'007 CHF | 100.00% | 100.00% |
25.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 500'000 | 500'000 | 222'752 | 222'752 | 197'327 CHF | 199'559 CHF | 100.00% | 100.00% |
22.11.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 500'000 | 500'000 | 222'998 | 222'998 | 203'209 CHF | 205'443 CHF | 100.00% | 100.00% |
20.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 485'000 | 485'000 | 216'775 | 216'775 | 181'819 CHF | 183'991 CHF | 99.90% | 99.90% |
19.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 490'000 | 490'000 | 217'121 | 217'121 | 180'198 CHF | 182'373 CHF | 100.00% | 100.00% |