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 | 1.15% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'207 CHF | 43'707 CHF | 100.00% | 100.00% |
02.12.2024 | 1.16% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'732 CHF | 43'232 CHF | 100.00% | 100.00% |
29.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'788 CHF | 39'288 CHF | 99.99% | 99.99% |
28.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'850 CHF | 41'350 CHF | 100.00% | 100.00% |
27.11.2024 | 1.39% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'834 CHF | 36'334 CHF | 100.00% | 100.00% |
26.11.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'575 CHF | 45'075 CHF | 99.99% | 99.99% |
25.11.2024 | 1.22% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'851 CHF | 41'351 CHF | 100.00% | 100.00% |
22.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'740 CHF | 38'240 CHF | 100.00% | 100.00% |
20.11.2024 | 1.61% | 0.56 CHF | 0.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 37'181 CHF | 37'781 CHF | 100.00% | 100.00% |
19.11.2024 | 1.62% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'746 CHF | 31'246 CHF | 100.00% | 100.00% |