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 | 0.87% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 57'551 CHF | 58'048 CHF | 100.00% | 100.00% |
02.12.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'076 CHF | 87'826 CHF | 100.00% | 100.00% |
29.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'932 CHF | 84'682 CHF | 100.00% | 100.00% |
28.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'512 CHF | 86'262 CHF | 100.00% | 100.00% |
27.11.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'424 CHF | 54'924 CHF | 99.56% | 99.56% |
26.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'028 CHF | 59'528 CHF | 100.00% | 100.00% |
25.11.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'523 CHF | 86'273 CHF | 100.00% | 100.00% |
22.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'677 CHF | 83'427 CHF | 99.98% | 99.98% |
20.11.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'670 CHF | 77'420 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'242 CHF | 76'992 CHF | 100.00% | 100.00% |