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 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 97'843 | 49'281 | 51'934 CHF | 26'651 CHF | 100.00% | 100.00% |
02.12.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'826 CHF | 40'370 CHF | 100.00% | 100.00% |
29.11.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 101'958 | 75'000 | 50'803 CHF | 38'133 CHF | 100.00% | 100.00% |
28.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'107 | 75'000 | 51'544 CHF | 39'368 CHF | 100.00% | 100.00% |
27.11.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 109'950 | 50'000 | 52'577 CHF | 24'410 CHF | 99.56% | 99.56% |
26.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 99'568 | 50'000 | 53'870 CHF | 27'556 CHF | 100.00% | 100.00% |
25.11.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'398 CHF | 39'299 CHF | 99.12% | 99.12% |
22.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 105'360 | 75'000 | 51'791 CHF | 37'647 CHF | 99.98% | 99.98% |
20.11.2024 | 2.25% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 119'638 | 75'000 | 52'624 CHF | 33'745 CHF | 100.00% | 100.00% |
19.11.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 119'754 | 75'000 | 52'507 CHF | 33'646 CHF | 99.99% | 99.99% |