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 | 1.30% | 0.77 CHF | 0.78 CHF | 185'000 | 185'000 | 177'744 | 177'744 | 136'236 CHF | 138'013 CHF | 100.00% | 100.00% |
02.12.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 185'000 | 185'000 | 180'179 | 180'179 | 140'876 CHF | 142'677 CHF | 100.00% | 100.00% |
29.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 185'000 | 185'000 | 182'965 | 182'965 | 144'087 CHF | 145'917 CHF | 100.00% | 100.00% |
28.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 189'000 | 189'000 | 189'000 | 189'000 | 149'310 CHF | 151'200 CHF | 38.63% | 100.00% |
27.11.2024 | - | 0.78 CHF | - CHF | 185'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
26.11.2024 | - | 0.78 CHF | - CHF | 185'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
25.11.2024 | 1.31% | 0.75 CHF | 0.77 CHF | 181'000 | 181'000 | 181'272 | 181'272 | 137'935 CHF | 139'747 CHF | 0.96% | 97.34% |
22.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 185'000 | 185'000 | 180'482 | 180'482 | 139'141 CHF | 140'946 CHF | 100.00% | 100.00% |
20.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 185'000 | 185'000 | 180'063 | 180'063 | 138'653 CHF | 140'454 CHF | 100.00% | 100.00% |
19.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 185'000 | 185'000 | 179'861 | 179'861 | 138'518 CHF | 140'317 CHF | 100.00% | 100.00% |