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 | 1.47% | 1.20 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'534 CHF | 89'845 CHF | 100.00% | 100.00% |
02.12.2024 | 1.59% | 1.18 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'459 CHF | 87'842 CHF | 100.00% | 100.00% |
29.11.2024 | 1.70% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'323 CHF | 59'323 CHF | 100.00% | 100.00% |
28.11.2024 | 1.62% | 1.19 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'791 CHF | 93'291 CHF | 100.00% | 100.00% |
27.11.2024 | 1.70% | 1.18 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'284 CHF | 88'784 CHF | 99.46% | 99.46% |
26.11.2024 | 1.61% | 1.17 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'885 CHF | 87'282 CHF | 100.00% | 100.00% |
25.11.2024 | 1.29% | 1.15 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'416 CHF | 89'566 CHF | 100.00% | 100.00% |
22.11.2024 | 1.45% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'831 CHF | 88'103 CHF | 100.00% | 100.00% |
20.11.2024 | 1.52% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'526 CHF | 80'742 CHF | 100.00% | 100.00% |
19.11.2024 | 1.75% | 1.09 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'954 CHF | 86'454 CHF | 100.00% | 100.00% |