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 | 1.73% | 0.87 CHF | 0.88 CHF | 196'000 | 196'000 | 50'691 | 50'689 | 44'397 CHF | 44'964 CHF | 99.13% | 99.13% |
02.12.2024 | 1.71% | 0.85 CHF | 0.86 CHF | 198'000 | 198'000 | 86'582 | 86'582 | 77'181 CHF | 78'308 CHF | 98.92% | 98.92% |
29.11.2024 | 1.72% | 0.91 CHF | 0.92 CHF | 196'000 | 196'000 | 86'853 | 86'853 | 77'867 CHF | 78'998 CHF | 98.88% | 98.88% |
28.11.2024 | 1.72% | 0.88 CHF | 0.89 CHF | 80'000 | 80'000 | 64'128 | 64'128 | 56'090 CHF | 56'986 CHF | 96.97% | 99.92% |
27.11.2024 | 2.65% | 0.91 CHF | 0.93 CHF | 98'000 | 98'000 | 45'051 | 45'054 | 41'570 CHF | 42'592 CHF | 97.26% | 97.26% |
26.11.2024 | 1.75% | 0.84 CHF | 0.85 CHF | 198'000 | 198'000 | 87'919 | 87'919 | 76'096 CHF | 77'236 CHF | 99.26% | 99.26% |
25.11.2024 | 1.92% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 87'612 | 87'600 | 71'331 CHF | 72'464 CHF | 98.45% | 98.45% |
22.11.2024 | 2.02% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 88'343 | 88'343 | 67'648 CHF | 68'798 CHF | 98.24% | 98.24% |
20.11.2024 | 1.67% | 0.93 CHF | 0.94 CHF | 194'000 | 194'000 | 86'027 | 86'027 | 79'823 CHF | 80'945 CHF | 99.03% | 99.03% |
19.11.2024 | 1.63% | 0.93 CHF | 0.94 CHF | 196'000 | 196'000 | 87'372 | 87'372 | 82'285 CHF | 83'415 CHF | 97.85% | 97.85% |