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 | 1.53% | 0.99 CHF | 1.00 CHF | 196'000 | 196'000 | 50'951 | 50'951 | 50'777 CHF | 51'349 CHF | 99.92% | 99.92% |
02.12.2024 | 1.50% | 0.97 CHF | 0.98 CHF | 198'000 | 198'000 | 87'099 | 87'099 | 88'157 CHF | 89'288 CHF | 99.58% | 99.58% |
29.11.2024 | 1.51% | 1.03 CHF | 1.04 CHF | 196'000 | 196'000 | 87'767 | 87'767 | 89'232 CHF | 90'370 CHF | 100.00% | 100.00% |
28.11.2024 | 1.51% | 1.00 CHF | 1.01 CHF | 80'000 | 80'000 | 64'116 | 64'116 | 63'824 CHF | 64'721 CHF | 97.04% | 100.00% |
27.11.2024 | 2.34% | 1.03 CHF | 1.05 CHF | 98'000 | 98'000 | 45'553 | 45'553 | 47'508 CHF | 48'535 CHF | 99.67% | 99.67% |
26.11.2024 | 1.54% | 0.96 CHF | 0.97 CHF | 198'000 | 198'000 | 88'153 | 88'153 | 86'949 CHF | 88'092 CHF | 100.00% | 100.00% |
25.11.2024 | 1.66% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 89'099 | 89'099 | 83'328 CHF | 84'484 CHF | 100.00% | 100.00% |
22.11.2024 | 1.74% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 89'199 | 89'199 | 79'155 CHF | 80'312 CHF | 100.00% | 100.00% |
20.11.2024 | 1.47% | 1.06 CHF | 1.07 CHF | 194'000 | 194'000 | 86'910 | 86'910 | 91'124 CHF | 92'253 CHF | 99.90% | 99.90% |
19.11.2024 | 1.45% | 1.05 CHF | 1.06 CHF | 196'000 | 196'000 | 86'999 | 86'999 | 92'357 CHF | 93'486 CHF | 99.96% | 99.96% |