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% | 2.04 CHF | 2.05 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 97'119 CHF | 97'601 CHF | 100.00% | 100.00% |
02.12.2024 | 0.55% | 1.90 CHF | 1.91 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 90'500 CHF | 91'000 CHF | 100.00% | 100.00% |
29.11.2024 | 0.57% | 1.90 CHF | 1.91 CHF | 49'000 | 49'000 | 49'911 | 49'911 | 87'453 CHF | 87'953 CHF | 100.00% | 100.00% |
28.11.2024 | 0.55% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 89'992 CHF | 90'492 CHF | 98.70% | 98.70% |
27.11.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 83'453 CHF | 83'963 CHF | 100.00% | 100.00% |
26.11.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 87'269 CHF | 87'769 CHF | 99.99% | 99.99% |
25.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 49'895 | 49'895 | 91'420 CHF | 91'919 CHF | 100.00% | 100.00% |
22.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'464 | 50'464 | 86'295 CHF | 86'800 CHF | 100.00% | 100.00% |
20.11.2024 | 0.63% | 1.51 CHF | 1.52 CHF | 104'000 | 104'000 | 102'739 | 102'739 | 162'376 CHF | 163'403 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 163'617 CHF | 164'645 CHF | 100.00% | 100.00% |