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 | 0.71% | 1.42 CHF | 1.43 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 67'204 CHF | 67'685 CHF | 100.00% | 100.00% |
02.12.2024 | 0.84% | 1.28 CHF | 1.29 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 59'501 CHF | 60'000 CHF | 100.00% | 100.00% |
29.11.2024 | 0.88% | 1.28 CHF | 1.29 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 56'531 CHF | 57'031 CHF | 100.00% | 100.00% |
28.11.2024 | 0.84% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 58'989 CHF | 59'489 CHF | 100.00% | 100.00% |
27.11.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 51'924 CHF | 52'434 CHF | 100.00% | 100.00% |
26.11.2024 | 0.88% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 56'291 CHF | 56'791 CHF | 99.99% | 99.99% |
25.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 49'894 | 49'894 | 60'478 CHF | 60'977 CHF | 100.00% | 100.00% |
22.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 55'175 CHF | 55'680 CHF | 100.00% | 100.00% |
20.11.2024 | 1.04% | 0.89 CHF | 0.90 CHF | 104'000 | 104'000 | 102'739 | 102'739 | 98'688 CHF | 99'715 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 103'000 | 103'000 | 102'766 | 102'766 | 99'983 CHF | 101'010 CHF | 100.00% | 100.00% |