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 | 0.61% | 1.65 CHF | 1.66 CHF | 48'000 | 48'000 | 48'157 | 48'157 | 78'272 CHF | 78'754 CHF | 100.00% | 100.00% |
02.12.2024 | 0.70% | 1.51 CHF | 1.52 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 70'987 CHF | 71'487 CHF | 100.00% | 100.00% |
29.11.2024 | 0.73% | 1.51 CHF | 1.52 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 67'994 CHF | 68'493 CHF | 100.00% | 100.00% |
28.11.2024 | 0.71% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 70'483 CHF | 70'983 CHF | 100.00% | 100.00% |
27.11.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 63'613 CHF | 64'123 CHF | 100.00% | 100.00% |
26.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 67'772 CHF | 68'272 CHF | 99.99% | 99.99% |
25.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 49'893 | 49'893 | 71'942 CHF | 72'441 CHF | 100.00% | 100.00% |
22.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 66'710 CHF | 67'215 CHF | 100.00% | 100.00% |
20.11.2024 | 0.84% | 1.12 CHF | 1.13 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 122'314 CHF | 123'342 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 123'585 CHF | 124'613 CHF | 100.00% | 100.00% |