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 | 1.44% | 1.05 CHF | 1.06 CHF | 196'000 | 196'000 | 51'077 | 51'077 | 54'026 CHF | 54'598 CHF | 100.00% | 100.00% |
02.12.2024 | 1.42% | 1.03 CHF | 1.04 CHF | 198'000 | 198'000 | 87'433 | 87'433 | 93'806 CHF | 94'940 CHF | 99.90% | 99.90% |
29.11.2024 | 1.43% | 1.09 CHF | 1.10 CHF | 196'000 | 196'000 | 87'766 | 87'766 | 94'616 CHF | 95'754 CHF | 100.00% | 100.00% |
28.11.2024 | 1.43% | 1.06 CHF | 1.07 CHF | 80'000 | 80'000 | 64'117 | 64'117 | 67'770 CHF | 68'666 CHF | 97.04% | 100.00% |
27.11.2024 | 2.21% | 1.09 CHF | 1.11 CHF | 98'000 | 98'000 | 45'676 | 45'676 | 50'403 CHF | 51'431 CHF | 99.90% | 99.90% |
26.11.2024 | 1.45% | 1.02 CHF | 1.03 CHF | 198'000 | 198'000 | 88'149 | 88'149 | 92'328 CHF | 93'471 CHF | 100.00% | 100.00% |
25.11.2024 | 1.56% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 89'099 | 89'099 | 88'679 CHF | 89'835 CHF | 100.00% | 100.00% |
22.11.2024 | 1.63% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 89'198 | 89'198 | 84'486 CHF | 85'643 CHF | 100.00% | 100.00% |
20.11.2024 | 1.39% | 1.12 CHF | 1.13 CHF | 194'000 | 194'000 | 86'912 | 86'912 | 96'429 CHF | 97'557 CHF | 99.90% | 99.90% |
19.11.2024 | 1.38% | 1.11 CHF | 1.12 CHF | 196'000 | 196'000 | 86'985 | 86'985 | 97'672 CHF | 98'801 CHF | 100.00% | 100.00% |