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 | 0.81% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 61'543 CHF | 62'039 CHF | 100.00% | 100.00% |
02.12.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'148 CHF | 93'898 CHF | 100.00% | 100.00% |
29.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'048 CHF | 90'798 CHF | 100.00% | 100.00% |
28.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'562 CHF | 92'312 CHF | 100.00% | 100.00% |
27.11.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'490 CHF | 58'990 CHF | 99.56% | 99.56% |
26.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'072 CHF | 63'572 CHF | 100.00% | 100.00% |
25.11.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'600 CHF | 92'350 CHF | 100.00% | 100.00% |
22.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'773 CHF | 89'523 CHF | 99.99% | 99.99% |
20.11.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'740 CHF | 83'490 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'264 CHF | 83'014 CHF | 100.00% | 100.00% |