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 | 1.93% | 0.78 CHF | 0.79 CHF | 196'000 | 196'000 | 51'076 | 51'076 | 39'925 CHF | 40'497 CHF | 100.00% | 100.00% |
02.12.2024 | 1.90% | 0.76 CHF | 0.77 CHF | 198'000 | 198'000 | 87'432 | 87'432 | 69'744 CHF | 70'878 CHF | 99.90% | 99.90% |
29.11.2024 | 1.91% | 0.82 CHF | 0.83 CHF | 196'000 | 196'000 | 87'689 | 87'689 | 70'455 CHF | 71'593 CHF | 99.94% | 99.94% |
28.11.2024 | 1.93% | 0.79 CHF | 0.80 CHF | 80'000 | 80'000 | 64'108 | 64'108 | 50'087 CHF | 50'984 CHF | 97.04% | 100.00% |
27.11.2024 | 2.93% | 0.81 CHF | 0.83 CHF | 98'000 | 98'000 | 45'603 | 45'603 | 37'846 CHF | 38'873 CHF | 99.76% | 99.76% |
26.11.2024 | 1.96% | 0.74 CHF | 0.75 CHF | 198'000 | 198'000 | 88'127 | 88'127 | 68'054 CHF | 69'196 CHF | 99.98% | 99.98% |
25.11.2024 | 2.16% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 89'090 | 89'090 | 64'149 CHF | 65'305 CHF | 100.00% | 100.00% |
22.11.2024 | 2.30% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 89'200 | 89'200 | 59'865 CHF | 61'021 CHF | 100.00% | 100.00% |
20.11.2024 | 1.85% | 0.84 CHF | 0.85 CHF | 194'000 | 194'000 | 86'835 | 86'835 | 72'461 CHF | 73'589 CHF | 99.83% | 99.83% |
19.11.2024 | 1.82% | 0.84 CHF | 0.85 CHF | 196'000 | 196'000 | 87'008 | 87'008 | 73'792 CHF | 74'921 CHF | 99.89% | 99.89% |