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 | 3.06% | 0.33 CHF | 0.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 24'157 CHF | 24'907 CHF | 100.00% | 100.00% |
02.12.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 24'601 CHF | 25'351 CHF | 100.00% | 100.00% |
29.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 24'736 CHF | 25'486 CHF | 100.00% | 100.00% |
28.11.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 40'000 | 40'000 | 67'364 | 67'364 | 22'550 CHF | 23'223 CHF | 100.00% | 100.00% |
27.11.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 24'997 CHF | 25'747 CHF | 100.00% | 100.00% |
26.11.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 25'030 CHF | 25'780 CHF | 100.00% | 100.00% |
25.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 25'380 CHF | 26'130 CHF | 100.00% | 100.00% |
22.11.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'823 CHF | 28'573 CHF | 100.00% | 100.00% |
20.11.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'378 CHF | 28'128 CHF | 100.00% | 100.00% |
19.11.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'095 CHF | 28'845 CHF | 100.00% | 100.00% |