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 | 1.09% | 0.89 CHF | 0.90 CHF | 80'000 | 80'000 | 80'152 | 80'152 | 74'113 CHF | 74'915 CHF | 100.00% | 100.00% |
02.12.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 84'500 | 84'500 | 84'246 | 84'246 | 91'960 CHF | 92'803 CHF | 100.00% | 100.00% |
29.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 85'500 | 85'500 | 84'695 | 84'695 | 94'206 CHF | 95'053 CHF | 100.00% | 100.00% |
28.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 85'500 | 85'500 | 84'617 | 84'617 | 93'810 CHF | 94'657 CHF | 100.00% | 100.00% |
27.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 86'000 | 86'000 | 85'252 | 85'252 | 97'007 CHF | 97'860 CHF | 100.00% | 100.00% |
26.11.2024 | 0.87% | 1.09 CHF | 1.10 CHF | 85'000 | 85'000 | 85'999 | 85'999 | 99'898 CHF | 100'759 CHF | 100.00% | 100.00% |
25.11.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 80'500 | 80'500 | 80'669 | 80'669 | 76'377 CHF | 77'184 CHF | 100.00% | 100.00% |
22.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 82'000 | 82'000 | 81'362 | 81'362 | 80'617 CHF | 81'432 CHF | 100.00% | 100.00% |
20.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 83'000 | 83'000 | 81'675 | 81'675 | 80'435 CHF | 81'253 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 84'000 | 84'000 | 83'579 | 83'579 | 89'047 CHF | 89'884 CHF | 98.97% | 98.97% |