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 | 1.36% | 1.11 CHF | 1.12 CHF | 196'000 | 196'000 | 51'076 | 51'076 | 57'004 CHF | 57'577 CHF | 100.00% | 100.00% |
02.12.2024 | 1.35% | 1.09 CHF | 1.10 CHF | 198'000 | 198'000 | 87'097 | 87'097 | 98'562 CHF | 99'693 CHF | 99.58% | 99.58% |
29.11.2024 | 1.36% | 1.15 CHF | 1.16 CHF | 196'000 | 196'000 | 87'764 | 87'764 | 99'638 CHF | 100'776 CHF | 100.00% | 100.00% |
28.11.2024 | 1.35% | 1.12 CHF | 1.13 CHF | 80'000 | 80'000 | 64'117 | 64'117 | 71'443 CHF | 72'340 CHF | 97.04% | 100.00% |
27.11.2024 | 2.10% | 1.14 CHF | 1.16 CHF | 98'000 | 98'000 | 45'668 | 45'668 | 53'067 CHF | 54'095 CHF | 99.89% | 99.89% |
26.11.2024 | 1.38% | 1.08 CHF | 1.09 CHF | 198'000 | 198'000 | 88'151 | 88'151 | 97'478 CHF | 98'621 CHF | 100.00% | 100.00% |
25.11.2024 | 1.47% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 89'100 | 89'100 | 93'934 CHF | 95'090 CHF | 100.00% | 100.00% |
22.11.2024 | 1.54% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 89'200 | 89'200 | 89'760 CHF | 90'917 CHF | 100.00% | 100.00% |
20.11.2024 | 1.32% | 1.17 CHF | 1.18 CHF | 194'000 | 194'000 | 86'908 | 86'908 | 101'487 CHF | 102'616 CHF | 99.90% | 99.90% |
19.11.2024 | 1.31% | 1.17 CHF | 1.18 CHF | 196'000 | 196'000 | 86'984 | 86'984 | 102'702 CHF | 103'831 CHF | 100.00% | 100.00% |