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 | 1.08% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 58'993 | 49'281 | 54'992 CHF | 46'432 CHF | 100.00% | 100.00% |
02.12.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'377 CHF | 70'127 CHF | 100.00% | 100.00% |
29.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'259 CHF | 67'009 CHF | 100.00% | 100.00% |
28.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'785 CHF | 68'535 CHF | 100.00% | 100.00% |
27.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 60'918 | 50'000 | 51'915 CHF | 43'130 CHF | 99.56% | 99.56% |
26.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'659 CHF | 47'716 CHF | 100.00% | 100.00% |
25.11.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'767 CHF | 68'517 CHF | 100.00% | 100.00% |
22.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'980 CHF | 65'730 CHF | 99.99% | 99.99% |
20.11.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'991 CHF | 59'741 CHF | 100.00% | 100.00% |
19.11.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'499 CHF | 59'249 CHF | 100.00% | 100.00% |