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 | 0.63% | 1.60 CHF | 1.61 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 75'907 CHF | 76'389 CHF | 100.00% | 100.00% |
02.12.2024 | 0.73% | 1.46 CHF | 1.47 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 68'496 CHF | 68'995 CHF | 100.00% | 100.00% |
29.11.2024 | 0.76% | 1.46 CHF | 1.47 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 65'498 CHF | 65'997 CHF | 100.00% | 100.00% |
28.11.2024 | 0.73% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 67'977 CHF | 68'477 CHF | 98.70% | 98.70% |
27.11.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 61'052 CHF | 61'562 CHF | 100.00% | 100.00% |
26.11.2024 | 0.76% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 65'278 CHF | 65'778 CHF | 99.99% | 99.99% |
25.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 49'895 | 49'895 | 69'462 CHF | 69'961 CHF | 100.00% | 100.00% |
22.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'464 | 50'464 | 64'194 CHF | 64'699 CHF | 100.00% | 100.00% |
20.11.2024 | 0.87% | 1.07 CHF | 1.08 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 117'129 CHF | 118'156 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 118'403 CHF | 119'430 CHF | 100.00% | 100.00% |