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 | 1.66% | 0.93 CHF | 0.95 CHF | 60'000 | 50'000 | 58'993 | 49'281 | 54'686 CHF | 46'438 CHF | 100.00% | 100.00% |
02.12.2024 | 1.72% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'133 CHF | 70'331 CHF | 100.00% | 100.00% |
29.11.2024 | 1.69% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'338 CHF | 67'466 CHF | 100.00% | 100.00% |
28.11.2024 | 1.70% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'827 CHF | 68'990 CHF | 100.00% | 100.00% |
27.11.2024 | 1.73% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'362 | 50'000 | 51'807 CHF | 43'672 CHF | 99.56% | 99.56% |
26.11.2024 | 1.65% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'306 CHF | 47'702 CHF | 100.00% | 100.00% |
25.11.2024 | 1.74% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'776 CHF | 68'966 CHF | 99.12% | 99.12% |
22.11.2024 | 1.66% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'542 CHF | 66'642 CHF | 99.98% | 99.98% |
20.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'063 CHF | 60'813 CHF | 100.00% | 100.00% |
19.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'775 CHF | 60'525 CHF | 99.99% | 99.99% |