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 | 1.15% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 58'993 | 49'281 | 51'820 CHF | 43'784 CHF | 100.00% | 100.00% |
02.12.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'358 CHF | 66'108 CHF | 100.00% | 100.00% |
29.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'234 CHF | 62'984 CHF | 100.00% | 100.00% |
28.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'782 CHF | 64'532 CHF | 100.00% | 100.00% |
27.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'986 CHF | 40'490 CHF | 99.56% | 99.56% |
26.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'487 CHF | 45'072 CHF | 100.00% | 100.00% |
25.11.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'818 CHF | 64'568 CHF | 100.00% | 100.00% |
22.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'023 CHF | 61'773 CHF | 99.99% | 99.99% |
20.11.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 76'144 | 75'000 | 55'792 CHF | 55'740 CHF | 100.00% | 100.00% |
19.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 76'618 | 75'000 | 55'643 CHF | 55'264 CHF | 100.00% | 100.00% |