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 | 1.59% | 0.63 CHF | 0.64 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 78'187 CHF | 79'437 CHF | 100.00% | 100.00% |
02.12.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 77'412 CHF | 78'662 CHF | 100.00% | 100.00% |
29.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 125'000 | 125'000 | 140'865 | 140'862 | 81'314 CHF | 82'720 CHF | 100.00% | 100.00% |
28.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 125'000 | 125'000 | 130'659 | 130'659 | 78'212 CHF | 79'519 CHF | 100.00% | 100.00% |
27.11.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 149'560 | 149'560 | 81'867 CHF | 83'363 CHF | 100.00% | 100.00% |
26.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 79'753 CHF | 81'003 CHF | 99.35% | 99.35% |
25.11.2024 | 1.66% | 0.64 CHF | 0.65 CHF | 125'000 | 125'000 | 141'081 | 141'081 | 84'364 CHF | 85'775 CHF | 99.15% | 99.15% |
22.11.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 84'574 CHF | 86'074 CHF | 100.00% | 100.00% |
20.11.2024 | 2.03% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 73'426 CHF | 74'926 CHF | 99.80% | 99.80% |
19.11.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 72'745 CHF | 74'245 CHF | 99.85% | 99.85% |