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 | 1.68% | 1.05 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'284 CHF | 78'595 CHF | 100.00% | 100.00% |
02.12.2024 | 1.82% | 1.03 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'209 CHF | 76'592 CHF | 100.00% | 100.00% |
29.11.2024 | 1.61% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'576 | 50'000 | 51'567 CHF | 51'823 CHF | 100.00% | 100.00% |
28.11.2024 | 1.66% | 1.04 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'692 CHF | 82'041 CHF | 100.00% | 100.00% |
27.11.2024 | 1.51% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'372 CHF | 77'534 CHF | 99.46% | 99.46% |
26.11.2024 | 1.64% | 1.02 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'896 CHF | 76'135 CHF | 100.00% | 100.00% |
25.11.2024 | 1.48% | 1.00 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'166 CHF | 78'316 CHF | 100.00% | 100.00% |
22.11.2024 | 1.67% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'581 CHF | 76'853 CHF | 100.00% | 100.00% |
20.11.2024 | 1.77% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'276 CHF | 69'492 CHF | 100.00% | 100.00% |
19.11.2024 | 1.90% | 0.94 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'791 CHF | 75'204 CHF | 100.00% | 100.00% |