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 | 0.80% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 62'932 CHF | 63'431 CHF | 100.00% | 100.00% |
02.12.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'275 CHF | 96'025 CHF | 100.00% | 100.00% |
29.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'067 CHF | 92'817 CHF | 100.00% | 100.00% |
28.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'700 CHF | 94'450 CHF | 100.00% | 100.00% |
27.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'869 CHF | 60'369 CHF | 99.56% | 99.56% |
26.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'494 CHF | 64'994 CHF | 100.00% | 100.00% |
25.11.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'644 CHF | 94'394 CHF | 100.00% | 100.00% |
22.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'792 CHF | 91'542 CHF | 99.98% | 99.98% |
20.11.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'805 CHF | 85'555 CHF | 100.00% | 100.00% |
19.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'361 CHF | 85'111 CHF | 100.00% | 100.00% |