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 | 1.11% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 58'993 | 49'281 | 53'646 CHF | 45'307 CHF | 100.00% | 100.00% |
02.12.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'678 CHF | 68'428 CHF | 100.00% | 100.00% |
29.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'602 CHF | 65'352 CHF | 100.00% | 100.00% |
28.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'093 CHF | 66'843 CHF | 100.00% | 100.00% |
27.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 66'922 | 50'000 | 55'567 CHF | 42'042 CHF | 99.56% | 99.56% |
26.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'323 CHF | 46'602 CHF | 100.00% | 100.00% |
25.11.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'124 CHF | 66'874 CHF | 100.00% | 100.00% |
22.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'356 CHF | 64'106 CHF | 99.99% | 99.99% |
20.11.2024 | 1.30% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'328 CHF | 58'078 CHF | 100.00% | 100.00% |
19.11.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'010 | 75'000 | 56'838 CHF | 57'581 CHF | 100.00% | 100.00% |