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 | 1.61% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'821 CHF | 31'321 CHF | 100.00% | 100.00% |
02.12.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'049 CHF | 35'549 CHF | 100.00% | 100.00% |
29.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'469 CHF | 35'969 CHF | 100.00% | 100.00% |
28.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'332 CHF | 35'832 CHF | 100.00% | 100.00% |
27.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'149 CHF | 36'649 CHF | 100.00% | 100.00% |
26.11.2024 | 1.35% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'690 CHF | 37'190 CHF | 94.70% | 94.70% |
25.11.2024 | 1.58% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'361 CHF | 31'861 CHF | 100.00% | 100.00% |
22.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'474 CHF | 32'974 CHF | 100.00% | 100.00% |
20.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'305 CHF | 32'805 CHF | 99.96% | 99.96% |
19.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'270 CHF | 34'770 CHF | 99.85% | 99.85% |