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 | 0.96% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 51'901 CHF | 52'397 CHF | 100.00% | 100.00% |
02.12.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'421 CHF | 79'171 CHF | 100.00% | 100.00% |
29.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'326 CHF | 76'076 CHF | 100.00% | 100.00% |
28.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'850 CHF | 77'600 CHF | 100.00% | 100.00% |
27.11.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 59'803 | 50'000 | 58'215 CHF | 49'176 CHF | 99.56% | 99.56% |
26.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'270 CHF | 53'770 CHF | 100.00% | 100.00% |
25.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'858 CHF | 77'608 CHF | 100.00% | 100.00% |
22.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'052 CHF | 74'802 CHF | 99.98% | 99.98% |
20.11.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'021 CHF | 68'771 CHF | 100.00% | 100.00% |
19.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'522 CHF | 68'272 CHF | 100.00% | 100.00% |