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 | 0.93% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 53'190 CHF | 53'685 CHF | 100.00% | 100.00% |
02.12.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'428 CHF | 81'178 CHF | 100.00% | 100.00% |
29.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'352 CHF | 78'102 CHF | 100.00% | 100.00% |
28.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'872 CHF | 79'622 CHF | 100.00% | 100.00% |
27.11.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 51'573 | 50'000 | 51'587 CHF | 50'542 CHF | 99.56% | 99.56% |
26.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'618 CHF | 55'118 CHF | 100.00% | 100.00% |
25.11.2024 | 0.95% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'874 CHF | 79'624 CHF | 100.00% | 100.00% |
22.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'065 CHF | 76'815 CHF | 99.99% | 99.99% |
20.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'078 CHF | 70'828 CHF | 100.00% | 100.00% |
19.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'581 CHF | 70'331 CHF | 100.00% | 100.00% |