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 | 0.80% | 2.52 CHF | 2.54 CHF | 190'000 | 190'000 | 187'504 | 187'504 | 493'788 CHF | 497'560 CHF | 100.00% | 100.00% |
02.12.2024 | 0.77% | 2.67 CHF | 2.69 CHF | 190'000 | 190'000 | 187'511 | 187'511 | 515'946 CHF | 519'718 CHF | 100.00% | 100.00% |
29.11.2024 | 0.78% | 2.78 CHF | 2.80 CHF | 190'000 | 190'000 | 187'506 | 187'506 | 509'199 CHF | 512'971 CHF | 100.00% | 100.00% |
28.11.2024 | 0.79% | 2.70 CHF | 2.72 CHF | 100'000 | 100'000 | 168'671 | 168'671 | 448'175 CHF | 451'564 CHF | 100.00% | 100.00% |
27.11.2024 | 0.77% | 2.74 CHF | 2.76 CHF | 190'000 | 190'000 | 187'502 | 187'502 | 510'540 CHF | 514'312 CHF | 100.00% | 100.00% |
26.11.2024 | 0.82% | 2.45 CHF | 2.47 CHF | 190'000 | 190'000 | 187'508 | 187'508 | 480'644 CHF | 484'417 CHF | 99.99% | 99.99% |
25.11.2024 | 0.82% | 2.60 CHF | 2.62 CHF | 200'000 | 200'000 | 197'375 | 197'375 | 507'021 CHF | 510'991 CHF | 100.00% | 100.00% |
22.11.2024 | 1.05% | 2.17 CHF | 2.19 CHF | 210'000 | 210'000 | 207'239 | 207'239 | 415'492 CHF | 419'662 CHF | 100.00% | 100.00% |
20.11.2024 | 1.31% | 1.52 CHF | 1.54 CHF | 230'000 | 230'000 | 226'984 | 226'984 | 364'104 CHF | 368'670 CHF | 100.00% | 100.00% |
19.11.2024 | 1.44% | 1.50 CHF | 1.52 CHF | 220'000 | 220'000 | 217'103 | 217'103 | 318'750 CHF | 323'118 CHF | 100.00% | 100.00% |