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 | 0.57% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 173'506 CHF | 174'506 CHF | 100.00% | 100.00% |
02.12.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 172'849 CHF | 173'849 CHF | 100.00% | 100.00% |
29.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'625 CHF | 169'625 CHF | 100.00% | 100.00% |
28.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'746 CHF | 171'746 CHF | 100.00% | 100.00% |
27.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'532 CHF | 166'532 CHF | 100.00% | 100.00% |
26.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 174'762 CHF | 175'762 CHF | 98.28% | 98.28% |
25.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 99'996 | 100'000 | 170'633 CHF | 171'640 CHF | 100.00% | 100.00% |
22.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 166'867 CHF | 167'867 CHF | 100.00% | 100.00% |
20.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'947 CHF | 159'947 CHF | 99.73% | 99.73% |
19.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'284 CHF | 159'284 CHF | 99.82% | 99.82% |