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 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'796 CHF | 66'546 CHF | 100.00% | 100.00% |
02.12.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'845 CHF | 63'595 CHF | 100.00% | 100.00% |
29.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'895 CHF | 66'645 CHF | 100.00% | 100.00% |
28.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'436 CHF | 69'186 CHF | 100.00% | 100.00% |
27.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'704 CHF | 63'454 CHF | 99.46% | 99.46% |
26.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'724 CHF | 67'474 CHF | 100.00% | 100.00% |
25.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'671 CHF | 68'421 CHF | 100.00% | 100.00% |
22.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'314 CHF | 63'064 CHF | 99.98% | 99.98% |
20.11.2024 | 1.26% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'010 CHF | 59'760 CHF | 100.00% | 100.00% |
19.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'688 CHF | 60'438 CHF | 100.00% | 100.00% |