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 | 0.73% | 1.39 CHF | 1.40 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 65'643 CHF | 66'125 CHF | 100.00% | 100.00% |
02.12.2024 | 0.86% | 1.24 CHF | 1.25 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 57'865 CHF | 58'364 CHF | 100.00% | 100.00% |
29.11.2024 | 0.91% | 1.25 CHF | 1.26 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 54'892 CHF | 55'391 CHF | 100.00% | 100.00% |
28.11.2024 | 0.87% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 57'326 CHF | 57'826 CHF | 98.70% | 98.70% |
27.11.2024 | 1.01% | 0.94 CHF | 0.95 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 50'225 CHF | 50'735 CHF | 100.00% | 100.00% |
26.11.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 54'635 CHF | 55'135 CHF | 100.00% | 100.00% |
25.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 49'895 | 49'895 | 58'854 CHF | 59'353 CHF | 100.00% | 100.00% |
22.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'464 | 50'464 | 53'501 CHF | 54'006 CHF | 100.00% | 100.00% |
20.11.2024 | 1.07% | 0.85 CHF | 0.86 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 95'252 CHF | 96'280 CHF | 100.00% | 100.00% |
19.11.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 96'543 CHF | 97'570 CHF | 100.00% | 100.00% |