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 | 0.99% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 49'948 | 49'281 | 50'562 CHF | 50'398 CHF | 100.00% | 100.00% |
02.12.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'421 CHF | 76'171 CHF | 100.00% | 100.00% |
29.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'326 CHF | 73'076 CHF | 100.00% | 100.00% |
28.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'813 CHF | 74'563 CHF | 100.00% | 100.00% |
27.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'983 CHF | 47'152 CHF | 99.56% | 99.56% |
26.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'248 CHF | 51'748 CHF | 100.00% | 100.00% |
25.11.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'816 CHF | 74'566 CHF | 100.00% | 100.00% |
22.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'015 CHF | 71'765 CHF | 99.98% | 99.98% |
20.11.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'021 CHF | 65'771 CHF | 100.00% | 100.00% |
19.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'522 CHF | 65'272 CHF | 100.00% | 100.00% |