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 | 0.78% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 64'302 CHF | 64'800 CHF | 100.00% | 100.00% |
02.12.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'329 CHF | 98'079 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'159 CHF | 94'909 CHF | 100.00% | 100.00% |
28.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'722 CHF | 96'472 CHF | 100.00% | 100.00% |
27.11.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'246 CHF | 61'746 CHF | 99.56% | 99.56% |
26.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'872 CHF | 66'372 CHF | 100.00% | 100.00% |
25.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'730 CHF | 96'480 CHF | 100.00% | 100.00% |
22.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'890 CHF | 93'640 CHF | 99.98% | 99.98% |
20.11.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'870 CHF | 87'620 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'437 CHF | 87'187 CHF | 100.00% | 100.00% |