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 | 1.57% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'329 CHF | 64'329 CHF | 100.00% | 100.00% |
02.12.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'976 | 100'000 | 52'664 CHF | 53'187 CHF | 100.00% | 100.00% |
29.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'096 CHF | 52'096 CHF | 100.00% | 100.00% |
28.11.2024 | 2.89% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'613 CHF | 26'365 CHF | 100.00% | 100.00% |
27.11.2024 | 3.12% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'682 CHF | 25'465 CHF | 99.55% | 99.55% |
26.11.2024 | 3.26% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'025 CHF | 24'820 CHF | 96.35% | 96.35% |
25.11.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'311 CHF | 63'311 CHF | 100.00% | 100.00% |
22.11.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'500 CHF | 60'500 CHF | 100.00% | 100.00% |
20.11.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'967 CHF | 60'967 CHF | 98.98% | 98.98% |
19.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'653 CHF | 55'653 CHF | 100.00% | 100.00% |