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 | 1.34% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'001 | 75'000 | 55'544 CHF | 56'293 CHF | 100.00% | 100.00% |
02.12.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'153 | 75'000 | 55'522 CHF | 53'377 CHF | 99.75% | 99.75% |
29.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'690 CHF | 56'440 CHF | 100.00% | 100.00% |
28.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'237 CHF | 58'987 CHF | 100.00% | 100.00% |
27.11.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'905 | 75'000 | 55'965 CHF | 53'281 CHF | 99.46% | 99.46% |
26.11.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'511 CHF | 57'261 CHF | 100.00% | 100.00% |
25.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'460 CHF | 58'210 CHF | 100.00% | 100.00% |
22.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'834 | 75'000 | 55'417 CHF | 52'815 CHF | 100.00% | 100.00% |
20.11.2024 | 1.53% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 82'388 | 75'000 | 53'506 CHF | 49'552 CHF | 100.00% | 100.00% |
19.11.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'785 CHF | 50'236 CHF | 100.00% | 100.00% |