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 | 1.05% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 58'993 | 49'281 | 56'566 CHF | 47'747 CHF | 100.00% | 100.00% |
02.12.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'358 CHF | 72'108 CHF | 100.00% | 100.00% |
29.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'234 CHF | 68'984 CHF | 100.00% | 100.00% |
28.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'812 CHF | 70'562 CHF | 100.00% | 100.00% |
27.11.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'788 CHF | 44'490 CHF | 99.56% | 99.56% |
26.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 59'942 | 50'000 | 58'228 CHF | 49'072 CHF | 100.00% | 100.00% |
25.11.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'850 CHF | 70'600 CHF | 100.00% | 100.00% |
22.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'023 CHF | 67'773 CHF | 99.99% | 99.99% |
20.11.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'990 CHF | 61'740 CHF | 100.00% | 100.00% |
19.11.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'566 CHF | 61'316 CHF | 100.00% | 100.00% |