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 | 1.06% | 1.44 CHF | 1.45 CHF | 196'000 | 196'000 | 51'076 | 51'076 | 73'954 CHF | 74'527 CHF | 100.00% | 100.00% |
02.12.2024 | 1.05% | 1.43 CHF | 1.44 CHF | 198'000 | 198'000 | 87'433 | 87'433 | 127'985 CHF | 129'119 CHF | 99.90% | 99.90% |
29.11.2024 | 1.05% | 1.48 CHF | 1.49 CHF | 196'000 | 196'000 | 87'757 | 87'757 | 128'594 CHF | 129'732 CHF | 100.00% | 100.00% |
28.11.2024 | 1.04% | 1.45 CHF | 1.46 CHF | 80'000 | 80'000 | 64'109 | 64'109 | 92'668 CHF | 93'565 CHF | 97.04% | 100.00% |
27.11.2024 | 1.64% | 1.47 CHF | 1.49 CHF | 98'000 | 98'000 | 45'671 | 45'671 | 68'159 CHF | 69'187 CHF | 99.89% | 99.89% |
26.11.2024 | 1.07% | 1.41 CHF | 1.42 CHF | 198'000 | 198'000 | 88'154 | 88'154 | 126'736 CHF | 127'878 CHF | 100.00% | 100.00% |
25.11.2024 | 1.12% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 89'088 | 89'088 | 123'464 CHF | 124'620 CHF | 100.00% | 100.00% |
22.11.2024 | 1.16% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 89'199 | 89'199 | 119'487 CHF | 120'643 CHF | 100.00% | 100.00% |
20.11.2024 | 1.03% | 1.51 CHF | 1.52 CHF | 194'000 | 194'000 | 86'909 | 86'909 | 130'208 CHF | 131'337 CHF | 99.90% | 99.90% |
19.11.2024 | 1.02% | 1.50 CHF | 1.51 CHF | 196'000 | 196'000 | 86'984 | 86'984 | 131'403 CHF | 132'532 CHF | 100.00% | 100.00% |