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 | 1.21% | 0.83 CHF | 0.84 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 73'830 CHF | 74'730 CHF | 100.00% | 100.00% |
02.12.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 73'235 CHF | 74'135 CHF | 100.00% | 100.00% |
29.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 69'538 CHF | 70'438 CHF | 100.00% | 100.00% |
28.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 71'383 CHF | 72'283 CHF | 100.00% | 100.00% |
27.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 66'724 CHF | 67'624 CHF | 100.00% | 100.00% |
26.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 74'887 CHF | 75'787 CHF | 100.00% | 100.00% |
25.11.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 71'306 CHF | 72'206 CHF | 100.00% | 100.00% |
22.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 68'050 CHF | 68'950 CHF | 100.00% | 100.00% |
20.11.2024 | 1.46% | 0.64 CHF | 0.65 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 61'059 CHF | 61'959 CHF | 100.00% | 100.00% |
19.11.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 60'643 CHF | 61'543 CHF | 100.00% | 100.00% |