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 | 0.49% | 2.05 CHF | 2.06 CHF | 48'000 | 48'000 | 48'157 | 48'157 | 97'273 CHF | 97'755 CHF | 100.00% | 100.00% |
02.12.2024 | 0.55% | 1.90 CHF | 1.91 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 90'701 CHF | 91'201 CHF | 100.00% | 100.00% |
29.11.2024 | 0.57% | 1.90 CHF | 1.91 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 87'671 CHF | 88'171 CHF | 100.00% | 100.00% |
28.11.2024 | 0.55% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 90'183 CHF | 90'683 CHF | 100.00% | 100.00% |
27.11.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 83'686 CHF | 84'196 CHF | 100.00% | 100.00% |
26.11.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 87'474 CHF | 87'974 CHF | 100.00% | 100.00% |
25.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 49'893 | 49'893 | 91'612 CHF | 92'111 CHF | 100.00% | 100.00% |
22.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 86'520 CHF | 87'025 CHF | 99.99% | 99.99% |
20.11.2024 | 0.63% | 1.51 CHF | 1.52 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 162'852 CHF | 163'879 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 164'122 CHF | 165'150 CHF | 100.00% | 100.00% |