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 | 0.85% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 58'931 CHF | 59'429 CHF | 100.00% | 100.00% |
02.12.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'174 CHF | 89'924 CHF | 100.00% | 100.00% |
29.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'969 CHF | 86'719 CHF | 100.00% | 100.00% |
28.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'559 CHF | 88'309 CHF | 100.00% | 100.00% |
27.11.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'786 CHF | 56'286 CHF | 99.56% | 99.56% |
26.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'429 CHF | 60'929 CHF | 100.00% | 100.00% |
25.11.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'523 CHF | 88'273 CHF | 100.00% | 100.00% |
22.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'720 CHF | 85'470 CHF | 99.98% | 99.98% |
20.11.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'716 CHF | 79'466 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'282 CHF | 79'032 CHF | 100.00% | 100.00% |