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 | 1.56% | 0.64 CHF | 0.65 CHF | 185'000 | 185'000 | 177'743 | 177'743 | 112'872 CHF | 114'650 CHF | 100.00% | 100.00% |
02.12.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 185'000 | 185'000 | 180'179 | 180'179 | 117'263 CHF | 119'065 CHF | 100.00% | 100.00% |
29.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 185'000 | 185'000 | 182'966 | 182'966 | 120'232 CHF | 122'062 CHF | 100.00% | 100.00% |
28.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 124'740 CHF | 126'630 CHF | 38.63% | 100.00% |
27.11.2024 | - | 0.65 CHF | - CHF | 185'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
26.11.2024 | - | 0.65 CHF | - CHF | 185'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
25.11.2024 | 1.58% | 0.62 CHF | 0.64 CHF | 181'000 | 181'000 | 181'270 | 181'270 | 114'135 CHF | 115'948 CHF | 0.96% | 97.34% |
22.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 185'000 | 185'000 | 180'483 | 180'483 | 115'700 CHF | 117'505 CHF | 100.00% | 100.00% |
20.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 185'000 | 185'000 | 180'063 | 180'063 | 115'240 CHF | 117'041 CHF | 100.00% | 100.00% |
19.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 185'000 | 185'000 | 179'863 | 179'863 | 115'098 CHF | 116'897 CHF | 100.00% | 100.00% |