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 | 0.66% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'392 CHF | 152'392 CHF | 100.00% | 100.00% |
02.12.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'728 CHF | 151'728 CHF | 100.00% | 100.00% |
29.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'510 CHF | 147'510 CHF | 100.00% | 100.00% |
28.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 148'629 CHF | 149'629 CHF | 100.00% | 100.00% |
27.11.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 143'410 CHF | 144'410 CHF | 100.00% | 100.00% |
26.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 152'642 CHF | 153'642 CHF | 98.28% | 98.28% |
25.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 148'534 CHF | 149'534 CHF | 100.00% | 100.00% |
22.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 144'819 CHF | 145'819 CHF | 100.00% | 100.00% |
20.11.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'820 CHF | 137'820 CHF | 99.73% | 99.73% |
19.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'148 CHF | 137'148 CHF | 99.81% | 99.81% |