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 | 1.20% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'111 | 49'281 | 50'871 CHF | 42'220 CHF | 100.00% | 100.00% |
02.12.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'990 CHF | 63'740 CHF | 100.00% | 100.00% |
29.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'780 CHF | 60'530 CHF | 100.00% | 100.00% |
28.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'415 CHF | 62'165 CHF | 100.00% | 100.00% |
27.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'687 CHF | 38'848 CHF | 99.56% | 99.56% |
26.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'011 | 50'000 | 51'585 CHF | 43'480 CHF | 100.00% | 100.00% |
25.11.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'394 CHF | 62'144 CHF | 100.00% | 100.00% |
22.11.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'542 CHF | 59'292 CHF | 99.98% | 99.98% |
20.11.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 78'718 | 75'000 | 55'186 CHF | 53'355 CHF | 100.00% | 100.00% |
19.11.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 79'301 | 75'000 | 55'077 CHF | 52'861 CHF | 100.00% | 100.00% |