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 | 0.91% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 55'007 CHF | 55'506 CHF | 100.00% | 100.00% |
02.12.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'174 CHF | 83'924 CHF | 100.00% | 100.00% |
29.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'994 CHF | 80'744 CHF | 100.00% | 100.00% |
28.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'598 CHF | 82'348 CHF | 100.00% | 100.00% |
27.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'811 CHF | 52'311 CHF | 99.56% | 99.56% |
26.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'449 CHF | 56'949 CHF | 100.00% | 100.00% |
25.11.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'558 CHF | 82'308 CHF | 100.00% | 100.00% |
22.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'758 CHF | 79'508 CHF | 99.98% | 99.98% |
20.11.2024 | 1.03% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'769 CHF | 73'519 CHF | 100.00% | 100.00% |
19.11.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'298 CHF | 73'048 CHF | 100.00% | 100.00% |