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 | 1.18% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'329 CHF | 64'079 CHF | 100.00% | 100.00% |
02.12.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'343 CHF | 61'093 CHF | 100.00% | 100.00% |
29.11.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'431 CHF | 64'181 CHF | 100.00% | 100.00% |
28.11.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'978 CHF | 66'728 CHF | 100.00% | 100.00% |
27.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'248 CHF | 60'998 CHF | 99.46% | 99.46% |
26.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'223 CHF | 64'973 CHF | 100.00% | 100.00% |
25.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'226 CHF | 65'976 CHF | 100.00% | 100.00% |
22.11.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'827 CHF | 60'577 CHF | 100.00% | 100.00% |
20.11.2024 | 1.32% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 75'829 | 75'000 | 57'100 CHF | 57'265 CHF | 100.00% | 100.00% |
19.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'228 CHF | 57'978 CHF | 100.00% | 100.00% |