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 | 1.67% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'413 CHF | 60'413 CHF | 100.00% | 100.00% |
02.12.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 109'001 | 100'000 | 52'547 CHF | 49'263 CHF | 100.00% | 100.00% |
29.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'855 CHF | 48'141 CHF | 100.00% | 100.00% |
28.11.2024 | 3.23% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'690 CHF | 24'467 CHF | 100.00% | 100.00% |
27.11.2024 | 3.39% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'716 CHF | 23'500 CHF | 99.55% | 99.55% |
26.11.2024 | 3.55% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'025 CHF | 22'820 CHF | 96.35% | 96.35% |
25.11.2024 | 1.70% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'311 CHF | 59'311 CHF | 100.00% | 100.00% |
22.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'537 CHF | 56'537 CHF | 100.00% | 100.00% |
20.11.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'019 CHF | 57'019 CHF | 98.98% | 98.98% |
19.11.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'442 | 100'000 | 50'955 CHF | 51'739 CHF | 100.00% | 100.00% |