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 | 1.11% | 0.92 CHF | 0.93 CHF | 48'000 | 48'000 | 48'157 | 48'157 | 43'260 CHF | 43'742 CHF | 100.00% | 100.00% |
02.12.2024 | 1.42% | 0.78 CHF | 0.79 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 35'006 CHF | 35'506 CHF | 100.00% | 100.00% |
29.11.2024 | 1.54% | 0.78 CHF | 0.79 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 32'291 CHF | 32'790 CHF | 100.00% | 100.00% |
28.11.2024 | 1.45% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 34'383 CHF | 34'883 CHF | 100.00% | 100.00% |
27.11.2024 | 1.83% | 0.51 CHF | 0.52 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 27'722 CHF | 28'232 CHF | 100.00% | 100.00% |
26.11.2024 | 1.55% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 31'992 CHF | 32'492 CHF | 99.99% | 99.99% |
25.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 49'893 | 49'893 | 35'807 CHF | 36'306 CHF | 100.00% | 100.00% |
22.11.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 30'959 CHF | 31'463 CHF | 100.00% | 100.00% |
20.11.2024 | - | 0.42 CHF | - CHF | 104'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | - | 0.47 CHF | - CHF | 103'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |