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 | 0.83% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 60'468 CHF | 60'967 CHF | 100.00% | 100.00% |
02.12.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'525 CHF | 92'275 CHF | 100.00% | 100.00% |
29.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'317 CHF | 89'067 CHF | 100.00% | 100.00% |
28.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'950 CHF | 90'700 CHF | 100.00% | 100.00% |
27.11.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'369 CHF | 57'869 CHF | 99.56% | 99.56% |
26.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'994 CHF | 62'494 CHF | 100.00% | 100.00% |
25.11.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'943 CHF | 90'693 CHF | 100.00% | 100.00% |
22.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'084 CHF | 87'834 CHF | 99.98% | 99.98% |
20.11.2024 | 0.92% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'105 CHF | 81'855 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'611 CHF | 81'361 CHF | 100.00% | 100.00% |