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 | 2.25% | 0.90 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'034 CHF | 67'534 CHF | 100.00% | 100.00% |
02.12.2024 | 2.32% | 0.88 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'959 CHF | 65'459 CHF | 100.00% | 100.00% |
29.11.2024 | 1.88% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'196 CHF | 44'323 CHF | 100.00% | 100.00% |
28.11.2024 | 1.92% | 0.89 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'442 CHF | 70'791 CHF | 100.00% | 100.00% |
27.11.2024 | 1.77% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'122 CHF | 66'284 CHF | 99.46% | 99.46% |
26.11.2024 | 1.93% | 0.87 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'646 CHF | 64'885 CHF | 100.00% | 100.00% |
25.11.2024 | 1.73% | 0.85 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'916 CHF | 67'066 CHF | 100.00% | 100.00% |
22.11.2024 | 1.96% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'331 CHF | 65'603 CHF | 100.00% | 100.00% |
20.11.2024 | 2.39% | 0.76 CHF | 0.78 CHF | 75'000 | 75'000 | 75'346 | 75'000 | 57'386 CHF | 58'526 CHF | 100.00% | 100.00% |
19.11.2024 | 2.24% | 0.79 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'541 CHF | 63'954 CHF | 100.00% | 100.00% |