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 | 1.31% | 1.16 CHF | 1.17 CHF | 196'000 | 196'000 | 51'045 | 51'045 | 59'240 CHF | 59'812 CHF | 100.00% | 100.00% |
02.12.2024 | 1.30% | 1.14 CHF | 1.15 CHF | 198'000 | 198'000 | 87'434 | 87'434 | 102'950 CHF | 104'083 CHF | 99.90% | 99.90% |
29.11.2024 | 1.30% | 1.19 CHF | 1.20 CHF | 196'000 | 196'000 | 87'763 | 87'763 | 103'678 CHF | 104'816 CHF | 100.00% | 100.00% |
28.11.2024 | 1.30% | 1.16 CHF | 1.17 CHF | 80'000 | 80'000 | 64'110 | 64'110 | 74'348 CHF | 75'245 CHF | 97.04% | 100.00% |
27.11.2024 | 2.02% | 1.19 CHF | 1.21 CHF | 98'000 | 98'000 | 45'677 | 45'677 | 55'123 CHF | 56'152 CHF | 99.90% | 99.90% |
26.11.2024 | 1.33% | 1.12 CHF | 1.13 CHF | 198'000 | 198'000 | 88'149 | 88'149 | 101'460 CHF | 102'603 CHF | 100.00% | 100.00% |
25.11.2024 | 1.42% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 89'105 | 89'105 | 97'830 CHF | 98'986 CHF | 100.00% | 100.00% |
22.11.2024 | 1.47% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 89'200 | 89'200 | 93'727 CHF | 94'884 CHF | 100.00% | 100.00% |
20.11.2024 | 1.27% | 1.22 CHF | 1.23 CHF | 194'000 | 194'000 | 86'915 | 86'915 | 105'408 CHF | 106'536 CHF | 99.90% | 99.90% |
19.11.2024 | 1.26% | 1.22 CHF | 1.23 CHF | 196'000 | 196'000 | 86'985 | 86'985 | 106'508 CHF | 107'637 CHF | 100.00% | 100.00% |