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 | 1.20% | 0.86 CHF | 0.87 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 40'023 CHF | 40'504 CHF | 100.00% | 100.00% |
02.12.2024 | 1.54% | 0.72 CHF | 0.73 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 32'225 CHF | 32'724 CHF | 100.00% | 100.00% |
29.11.2024 | 1.67% | 0.73 CHF | 0.74 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 29'766 CHF | 30'265 CHF | 100.00% | 100.00% |
28.11.2024 | 1.56% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 31'843 CHF | 32'343 CHF | 98.70% | 98.70% |
27.11.2024 | 2.02% | 0.45 CHF | 0.46 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 25'044 CHF | 25'554 CHF | 100.00% | 100.00% |
26.11.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 29'407 CHF | 29'907 CHF | 99.99% | 99.99% |
25.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 49'894 | 49'894 | 33'274 CHF | 33'773 CHF | 100.00% | 100.00% |
22.11.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'464 | 50'464 | 28'336 CHF | 28'841 CHF | 99.99% | 99.99% |
20.11.2024 | 2.23% | 0.36 CHF | 0.45 CHF | 104'000 | 102'000 | 102'000 | 102'000 | 45'212 CHF | 46'232 CHF | 20.41% | 100.00% |
19.11.2024 | 2.27% | 0.41 CHF | 0.43 CHF | 103'000 | 103'000 | 102'589 | 102'589 | 44'838 CHF | 45'864 CHF | 75.44% | 100.00% |