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 | 0.55% | 1.83 CHF | 1.84 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 87'005 CHF | 87'487 CHF | 100.00% | 100.00% |
02.12.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 80'005 CHF | 80'504 CHF | 100.00% | 100.00% |
29.11.2024 | 0.65% | 1.69 CHF | 1.70 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 76'984 CHF | 77'483 CHF | 100.00% | 100.00% |
28.11.2024 | 0.63% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 79'492 CHF | 79'992 CHF | 98.70% | 98.70% |
27.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 72'768 CHF | 73'278 CHF | 100.00% | 100.00% |
26.11.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 76'778 CHF | 77'279 CHF | 99.99% | 99.99% |
25.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 49'893 | 49'893 | 80'943 CHF | 81'442 CHF | 100.00% | 100.00% |
22.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 75'751 CHF | 76'256 CHF | 100.00% | 100.00% |
20.11.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 140'798 CHF | 141'825 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 142'057 CHF | 143'085 CHF | 100.00% | 100.00% |