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 | 1.03% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 57'403 | 49'281 | 56'569 CHF | 49'080 CHF | 100.00% | 100.00% |
02.12.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'424 CHF | 74'174 CHF | 100.00% | 100.00% |
29.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'244 CHF | 70'994 CHF | 100.00% | 100.00% |
28.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'848 CHF | 72'598 CHF | 100.00% | 100.00% |
27.11.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'373 CHF | 45'811 CHF | 99.56% | 99.56% |
26.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 54'786 | 50'000 | 54'679 CHF | 50'449 CHF | 100.00% | 100.00% |
25.11.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'808 CHF | 72'558 CHF | 100.00% | 100.00% |
22.11.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'008 CHF | 69'758 CHF | 99.98% | 99.98% |
20.11.2024 | 1.18% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'019 CHF | 63'769 CHF | 100.00% | 100.00% |
19.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'548 CHF | 63'298 CHF | 100.00% | 100.00% |