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 | 0.83% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 59'786 CHF | 60'282 CHF | 100.00% | 100.00% |
02.12.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'459 CHF | 91'209 CHF | 100.00% | 100.00% |
29.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'356 CHF | 88'106 CHF | 100.00% | 100.00% |
28.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'850 CHF | 89'600 CHF | 100.00% | 100.00% |
27.11.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'676 CHF | 57'176 CHF | 99.56% | 99.56% |
26.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'270 CHF | 61'770 CHF | 100.00% | 100.00% |
25.11.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'858 CHF | 89'608 CHF | 100.00% | 100.00% |
22.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'052 CHF | 86'802 CHF | 99.98% | 99.98% |
20.11.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'021 CHF | 80'771 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'522 CHF | 80'272 CHF | 100.00% | 100.00% |