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 | 0.35% | 0.89 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'665 CHF | 21'740 CHF | 99.53% | 99.53% |
02.12.2024 | 0.45% | 0.75 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'564 CHF | 16'639 CHF | 92.25% | 92.25% |
29.11.2024 | 5.50% | 0.74 CHF | 0.77 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 1'469 CHF | 1'552 CHF | 99.09% | 99.09% |
28.11.2024 | 5.08% | 0.56 CHF | 0.59 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 1'588 CHF | 1'670 CHF | 99.42% | 99.42% |
27.11.2024 | 0.63% | 0.45 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'925 CHF | 12'000 CHF | 20.48% | 20.48% |
26.11.2024 | 0.50% | 0.55 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'904 CHF | 14'979 CHF | 99.80% | 99.80% |
25.11.2024 | 0.44% | 0.68 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'992 CHF | 17'067 CHF | 99.56% | 99.56% |
22.11.2024 | 0.53% | 0.59 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'138 CHF | 14'213 CHF | 99.89% | 99.89% |
20.11.2024 | 0.70% | 0.36 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'777 CHF | 10'852 CHF | 99.81% | 99.81% |
19.11.2024 | 7.44% | 0.40 CHF | 0.43 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 1'072 CHF | 1'154 CHF | 100.00% | 100.00% |