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 | 1.25% | 1.22 CHF | 1.23 CHF | 196'000 | 196'000 | 51'044 | 51'044 | 62'403 CHF | 62'975 CHF | 100.00% | 100.00% |
02.12.2024 | 1.23% | 1.20 CHF | 1.21 CHF | 198'000 | 198'000 | 87'434 | 87'434 | 108'347 CHF | 109'481 CHF | 99.90% | 99.90% |
29.11.2024 | 1.24% | 1.26 CHF | 1.27 CHF | 196'000 | 196'000 | 87'765 | 87'765 | 109'052 CHF | 110'190 CHF | 100.00% | 100.00% |
28.11.2024 | 1.24% | 1.23 CHF | 1.24 CHF | 80'000 | 80'000 | 64'110 | 64'110 | 78'285 CHF | 79'182 CHF | 97.04% | 100.00% |
27.11.2024 | 1.93% | 1.25 CHF | 1.27 CHF | 98'000 | 98'000 | 45'678 | 45'678 | 57'951 CHF | 58'979 CHF | 99.90% | 99.90% |
26.11.2024 | 1.26% | 1.18 CHF | 1.19 CHF | 198'000 | 198'000 | 88'149 | 88'149 | 106'885 CHF | 108'028 CHF | 100.00% | 100.00% |
25.11.2024 | 1.34% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 89'104 | 89'104 | 103'437 CHF | 104'593 CHF | 100.00% | 100.00% |
22.11.2024 | 1.39% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 89'199 | 89'199 | 99'285 CHF | 100'442 CHF | 100.00% | 100.00% |
20.11.2024 | 1.21% | 1.28 CHF | 1.29 CHF | 194'000 | 194'000 | 86'915 | 86'915 | 110'709 CHF | 111'837 CHF | 99.90% | 99.90% |
19.11.2024 | 1.20% | 1.28 CHF | 1.29 CHF | 196'000 | 196'000 | 86'986 | 86'986 | 111'883 CHF | 113'012 CHF | 100.00% | 100.00% |