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 | 1.49% | 0.68 CHF | 0.69 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 100'090 CHF | 101'590 CHF | 100.00% | 100.00% |
02.12.2024 | 1.76% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 84'721 CHF | 86'221 CHF | 100.00% | 100.00% |
29.11.2024 | 1.85% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 80'406 CHF | 81'906 CHF | 100.00% | 100.00% |
28.11.2024 | 1.77% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 83'890 CHF | 85'390 CHF | 100.00% | 100.00% |
27.11.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 71'810 CHF | 73'310 CHF | 100.00% | 100.00% |
26.11.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 79'927 CHF | 81'427 CHF | 99.89% | 99.89% |
25.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 86'173 CHF | 87'673 CHF | 98.43% | 98.43% |
22.11.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'735 CHF | 39'485 CHF | 100.00% | 100.00% |
20.11.2024 | 2.20% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 33'721 CHF | 34'471 CHF | 100.00% | 100.00% |
19.11.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'280 CHF | 2'330 CHF | 99.90% | 99.90% |