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 | 0.98% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 51'085 CHF | 51'583 CHF | 100.00% | 100.00% |
02.12.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'240 CHF | 77'990 CHF | 100.00% | 100.00% |
29.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'067 CHF | 74'817 CHF | 100.00% | 100.00% |
28.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'700 CHF | 76'450 CHF | 100.00% | 100.00% |
27.11.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'443 CHF | 48'369 CHF | 99.56% | 99.56% |
26.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'494 CHF | 52'994 CHF | 100.00% | 100.00% |
25.11.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'644 CHF | 76'394 CHF | 100.00% | 100.00% |
22.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'834 CHF | 73'584 CHF | 99.98% | 99.98% |
20.11.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'855 CHF | 67'605 CHF | 100.00% | 100.00% |
19.11.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'361 CHF | 67'111 CHF | 100.00% | 100.00% |