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 | 1.21% | 1.26 CHF | 1.27 CHF | 196'000 | 196'000 | 51'077 | 51'077 | 64'561 CHF | 65'133 CHF | 100.00% | 100.00% |
02.12.2024 | 1.19% | 1.24 CHF | 1.25 CHF | 198'000 | 198'000 | 87'434 | 87'434 | 112'022 CHF | 113'155 CHF | 99.90% | 99.90% |
29.11.2024 | 1.20% | 1.30 CHF | 1.31 CHF | 196'000 | 196'000 | 87'759 | 87'759 | 112'637 CHF | 113'775 CHF | 100.00% | 100.00% |
28.11.2024 | 1.20% | 1.27 CHF | 1.28 CHF | 80'000 | 80'000 | 64'109 | 64'109 | 80'881 CHF | 81'778 CHF | 97.04% | 100.00% |
27.11.2024 | 1.87% | 1.29 CHF | 1.31 CHF | 98'000 | 98'000 | 45'676 | 45'676 | 59'841 CHF | 60'869 CHF | 99.90% | 99.90% |
26.11.2024 | 1.22% | 1.23 CHF | 1.24 CHF | 198'000 | 198'000 | 88'151 | 88'151 | 110'601 CHF | 111'743 CHF | 100.00% | 100.00% |
25.11.2024 | 1.29% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 89'102 | 89'102 | 107'183 CHF | 108'339 CHF | 100.00% | 100.00% |
22.11.2024 | 1.34% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 89'218 | 89'218 | 103'101 CHF | 104'258 CHF | 100.00% | 100.00% |
20.11.2024 | 1.17% | 1.32 CHF | 1.33 CHF | 194'000 | 194'000 | 86'914 | 86'914 | 114'375 CHF | 115'504 CHF | 99.90% | 99.90% |
19.11.2024 | 1.16% | 1.32 CHF | 1.33 CHF | 196'000 | 196'000 | 86'983 | 86'983 | 115'549 CHF | 116'678 CHF | 100.00% | 100.00% |