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 | 1.41% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 72'678 | 49'281 | 51'966 CHF | 35'755 CHF | 100.00% | 100.00% |
02.12.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 77'885 | 75'000 | 55'374 CHF | 54'095 CHF | 100.00% | 100.00% |
29.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'119 CHF | 51'486 CHF | 100.00% | 100.00% |
28.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'656 CHF | 52'928 CHF | 100.00% | 100.00% |
27.11.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'246 CHF | 33'154 CHF | 99.56% | 99.56% |
26.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'850 | 50'000 | 51'437 CHF | 36'809 CHF | 100.00% | 100.00% |
25.11.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 79'852 | 75'000 | 55'480 CHF | 52'862 CHF | 99.12% | 99.12% |
22.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'451 CHF | 50'860 CHF | 100.00% | 100.00% |
20.11.2024 | 1.63% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 89'620 | 75'000 | 54'415 CHF | 46'296 CHF | 100.00% | 100.00% |
19.11.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 89'562 | 75'000 | 54'044 CHF | 46'019 CHF | 99.99% | 99.99% |