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 | 1.59% | 2.23 CHF | 2.27 CHF | 30'000 | 10'000 | 29'281 | 9'856 | 64'783 CHF | 22'147 CHF | 100.00% | 100.00% |
02.12.2024 | 1.45% | 2.28 CHF | 2.31 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 65'916 CHF | 22'292 CHF | 100.00% | 100.00% |
29.11.2024 | 1.48% | 2.12 CHF | 2.15 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 62'199 CHF | 21'042 CHF | 100.00% | 100.00% |
28.11.2024 | 1.35% | 2.11 CHF | 2.13 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 63'974 CHF | 21'615 CHF | 100.00% | 100.00% |
27.11.2024 | 1.68% | 1.92 CHF | 1.95 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 59'799 CHF | 20'270 CHF | 99.56% | 99.56% |
26.11.2024 | 1.49% | 2.24 CHF | 2.27 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 68'369 CHF | 23'132 CHF | 100.00% | 100.00% |
25.11.2024 | 1.45% | 2.27 CHF | 2.30 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 64'775 CHF | 21'907 CHF | 97.78% | 97.78% |
22.11.2024 | 1.44% | 2.10 CHF | 2.13 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 61'539 CHF | 20'811 CHF | 99.98% | 99.98% |
20.11.2024 | 1.48% | 1.75 CHF | 1.77 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 55'270 CHF | 18'698 CHF | 100.00% | 100.00% |
19.11.2024 | 1.60% | 1.76 CHF | 1.79 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 54'333 CHF | 18'403 CHF | 84.94% | 84.94% |