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% | 1.84 CHF | 1.85 CHF | 48'000 | 48'000 | 48'157 | 48'157 | 87'613 CHF | 88'094 CHF | 100.00% | 100.00% |
02.12.2024 | 0.62% | 1.70 CHF | 1.71 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 80'671 CHF | 81'171 CHF | 100.00% | 100.00% |
29.11.2024 | 0.64% | 1.70 CHF | 1.71 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 77'660 CHF | 78'160 CHF | 100.00% | 100.00% |
28.11.2024 | 0.62% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 80'151 CHF | 80'651 CHF | 100.00% | 100.00% |
27.11.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 73'470 CHF | 73'980 CHF | 100.00% | 100.00% |
26.11.2024 | 0.64% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 77'449 CHF | 77'949 CHF | 100.00% | 100.00% |
25.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 49'895 | 49'895 | 81'600 CHF | 82'099 CHF | 100.00% | 100.00% |
22.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 76'445 CHF | 76'950 CHF | 99.99% | 99.99% |
20.11.2024 | 0.72% | 1.31 CHF | 1.32 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 142'216 CHF | 143'243 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 143'505 CHF | 144'533 CHF | 100.00% | 100.00% |