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 | 0.24% | 1.26 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'790 CHF | 30'865 CHF | 99.53% | 99.53% |
02.12.2024 | 0.29% | 1.11 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'751 CHF | 25'826 CHF | 82.25% | 82.25% |
29.11.2024 | 3.42% | 1.10 CHF | 1.13 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 2'381 CHF | 2'463 CHF | 99.09% | 99.09% |
28.11.2024 | 3.25% | 0.92 CHF | 0.95 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 2'500 CHF | 2'583 CHF | 99.42% | 99.42% |
27.11.2024 | 0.36% | 0.81 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'040 CHF | 21'115 CHF | 20.48% | 20.48% |
26.11.2024 | 0.31% | 0.92 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'019 CHF | 24'094 CHF | 99.80% | 99.80% |
25.11.2024 | 0.29% | 1.05 CHF | 1.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'116 CHF | 26'191 CHF | 99.56% | 99.56% |
22.11.2024 | 0.32% | 0.95 CHF | 0.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'215 CHF | 23'290 CHF | 99.89% | 99.89% |
20.11.2024 | 0.38% | 0.72 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'906 CHF | 19'981 CHF | 99.81% | 99.81% |
19.11.2024 | 4.08% | 0.77 CHF | 0.80 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 1'984 CHF | 2'066 CHF | 100.00% | 100.00% |