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 | 0.90% | 1.13 CHF | 1.14 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 53'355 CHF | 53'837 CHF | 100.00% | 100.00% |
02.12.2024 | 1.10% | 0.99 CHF | 1.00 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 45'091 CHF | 45'591 CHF | 100.00% | 100.00% |
29.11.2024 | 1.18% | 0.99 CHF | 1.00 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 42'158 CHF | 42'657 CHF | 100.00% | 100.00% |
28.11.2024 | 1.12% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 44'556 CHF | 45'056 CHF | 98.70% | 98.70% |
27.11.2024 | 1.35% | 0.70 CHF | 0.71 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 37'547 CHF | 38'057 CHF | 100.00% | 100.00% |
26.11.2024 | 1.19% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 41'865 CHF | 42'365 CHF | 99.99% | 99.99% |
25.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 49'895 | 49'895 | 46'092 CHF | 46'591 CHF | 100.00% | 100.00% |
22.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'464 | 50'464 | 40'728 CHF | 41'233 CHF | 99.99% | 99.99% |
20.11.2024 | 1.48% | 0.60 CHF | 0.61 CHF | 104'000 | 104'000 | 102'739 | 102'739 | 68'963 CHF | 69'990 CHF | 100.00% | 100.00% |
19.11.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 70'296 CHF | 71'324 CHF | 100.00% | 100.00% |