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 | 1.12% | 1.36 CHF | 1.37 CHF | 196'000 | 196'000 | 51'076 | 51'076 | 69'845 CHF | 70'418 CHF | 100.00% | 100.00% |
02.12.2024 | 1.11% | 1.34 CHF | 1.35 CHF | 198'000 | 198'000 | 87'434 | 87'434 | 120'949 CHF | 122'083 CHF | 99.90% | 99.90% |
29.11.2024 | 1.11% | 1.40 CHF | 1.41 CHF | 196'000 | 196'000 | 87'763 | 87'763 | 121'574 CHF | 122'712 CHF | 100.00% | 100.00% |
28.11.2024 | 1.11% | 1.37 CHF | 1.38 CHF | 80'000 | 80'000 | 64'117 | 64'117 | 87'519 CHF | 88'415 CHF | 97.04% | 100.00% |
27.11.2024 | 1.73% | 1.39 CHF | 1.41 CHF | 98'000 | 98'000 | 45'677 | 45'677 | 64'511 CHF | 65'539 CHF | 99.90% | 99.90% |
26.11.2024 | 1.13% | 1.33 CHF | 1.34 CHF | 198'000 | 198'000 | 88'151 | 88'151 | 119'657 CHF | 120'800 CHF | 100.00% | 100.00% |
25.11.2024 | 1.19% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 89'102 | 89'102 | 116'296 CHF | 117'452 CHF | 100.00% | 100.00% |
22.11.2024 | 1.23% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 89'200 | 89'200 | 112'244 CHF | 113'400 CHF | 100.00% | 100.00% |
20.11.2024 | 1.09% | 1.43 CHF | 1.44 CHF | 194'000 | 194'000 | 86'916 | 86'916 | 123'276 CHF | 124'405 CHF | 99.90% | 99.90% |
19.11.2024 | 1.08% | 1.42 CHF | 1.43 CHF | 196'000 | 196'000 | 86'984 | 86'984 | 124'439 CHF | 125'568 CHF | 100.00% | 100.00% |