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 | 1.51% | 0.68 CHF | 0.69 CHF | 490'000 | 490'000 | 127'702 | 127'702 | 86'382 CHF | 87'663 CHF | 100.00% | 100.00% |
02.12.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 495'000 | 495'000 | 218'482 | 218'482 | 147'034 CHF | 149'223 CHF | 99.90% | 99.90% |
29.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 490'000 | 490'000 | 219'160 | 219'160 | 145'872 CHF | 148'068 CHF | 100.00% | 100.00% |
28.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 198'000 | 198'000 | 158'849 | 158'849 | 107'681 CHF | 109'270 CHF | 97.04% | 100.00% |
27.11.2024 | 2.90% | 0.66 CHF | 0.68 CHF | 245'000 | 245'000 | 114'047 | 114'047 | 74'936 CHF | 77'140 CHF | 99.90% | 99.90% |
26.11.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 495'000 | 495'000 | 220'074 | 220'074 | 150'671 CHF | 152'876 CHF | 100.00% | 100.00% |
25.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 500'000 | 500'000 | 222'742 | 222'742 | 157'602 CHF | 159'835 CHF | 100.00% | 100.00% |
22.11.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 500'000 | 500'000 | 223'026 | 223'026 | 163'146 CHF | 165'381 CHF | 100.00% | 100.00% |
20.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 485'000 | 485'000 | 216'784 | 216'784 | 143'037 CHF | 145'209 CHF | 99.90% | 99.90% |
19.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 490'000 | 490'000 | 217'122 | 217'122 | 141'692 CHF | 143'868 CHF | 100.00% | 100.00% |