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 | 0.92% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 49'281 | 49'281 | 54'129 CHF | 54'625 CHF | 100.00% | 100.00% |
02.12.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'858 CHF | 82'608 CHF | 100.00% | 100.00% |
29.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'682 CHF | 79'432 CHF | 100.00% | 100.00% |
28.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'282 CHF | 81'032 CHF | 100.00% | 100.00% |
27.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 50'623 | 50'000 | 51'571 CHF | 51'455 CHF | 99.56% | 99.56% |
26.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'553 CHF | 56'053 CHF | 100.00% | 100.00% |
25.11.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'318 CHF | 81'068 CHF | 100.00% | 100.00% |
22.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'479 CHF | 78'229 CHF | 99.98% | 99.98% |
20.11.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'448 CHF | 72'198 CHF | 100.00% | 100.00% |
19.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'992 CHF | 71'742 CHF | 100.00% | 100.00% |