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 | 1.08% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'814 CHF | 69'564 CHF | 100.00% | 100.00% |
02.12.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'845 CHF | 66'595 CHF | 100.00% | 100.00% |
29.11.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'895 CHF | 69'645 CHF | 100.00% | 100.00% |
28.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'436 CHF | 72'186 CHF | 100.00% | 100.00% |
27.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'735 CHF | 66'485 CHF | 99.46% | 99.46% |
26.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'748 CHF | 70'498 CHF | 100.00% | 100.00% |
25.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'671 CHF | 71'421 CHF | 100.00% | 100.00% |
22.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'314 CHF | 66'064 CHF | 99.98% | 99.98% |
20.11.2024 | 1.20% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'010 CHF | 62'760 CHF | 100.00% | 100.00% |
19.11.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'688 CHF | 63'438 CHF | 100.00% | 100.00% |