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 | 0.86% | 1.19 CHF | 1.20 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 56'058 CHF | 56'540 CHF | 100.00% | 100.00% |
02.12.2024 | 1.04% | 1.05 CHF | 1.06 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 47'947 CHF | 48'446 CHF | 100.00% | 100.00% |
29.11.2024 | 1.11% | 1.05 CHF | 1.06 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 45'006 CHF | 45'505 CHF | 100.00% | 100.00% |
28.11.2024 | 1.05% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 47'426 CHF | 47'926 CHF | 100.00% | 100.00% |
27.11.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 40'153 CHF | 40'663 CHF | 100.00% | 100.00% |
26.11.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 44'743 CHF | 45'243 CHF | 99.99% | 99.99% |
25.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 49'894 | 49'894 | 48'953 CHF | 49'452 CHF | 100.00% | 100.00% |
22.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'464 | 50'464 | 43'571 CHF | 44'076 CHF | 100.00% | 100.00% |
20.11.2024 | 1.36% | 0.66 CHF | 0.67 CHF | 104'000 | 104'000 | 102'621 | 102'621 | 75'361 CHF | 76'388 CHF | 93.41% | 100.00% |
19.11.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 76'222 CHF | 77'250 CHF | 100.00% | 100.00% |