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 | 0.79% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'777 CHF | 63'277 CHF | 100.00% | 100.00% |
02.12.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'176 CHF | 62'676 CHF | 100.00% | 100.00% |
29.11.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'056 CHF | 58'556 CHF | 100.00% | 100.00% |
28.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'167 CHF | 60'667 CHF | 100.00% | 100.00% |
27.11.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'991 CHF | 55'491 CHF | 100.00% | 100.00% |
26.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'009 CHF | 64'509 CHF | 99.99% | 99.99% |
25.11.2024 | 0.83% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'070 CHF | 60'570 CHF | 100.00% | 100.00% |
22.11.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'621 CHF | 57'121 CHF | 100.00% | 100.00% |
20.11.2024 | 1.01% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'154 CHF | 49'654 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'738 CHF | 49'238 CHF | 100.00% | 100.00% |