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 | 2.34% | 0.82 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'406 CHF | 61'837 CHF | 100.00% | 100.00% |
02.12.2024 | 2.37% | 0.81 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'288 CHF | 59'686 CHF | 100.00% | 100.00% |
29.11.2024 | 2.24% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'440 CHF | 40'497 CHF | 100.00% | 100.00% |
28.11.2024 | 2.11% | 0.81 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'585 CHF | 64'942 CHF | 100.00% | 100.00% |
27.11.2024 | 2.26% | 0.81 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'268 CHF | 60'622 CHF | 99.46% | 99.46% |
26.11.2024 | 2.35% | 0.79 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'769 CHF | 59'146 CHF | 100.00% | 100.00% |
25.11.2024 | 2.13% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'209 CHF | 61'504 CHF | 100.00% | 100.00% |
22.11.2024 | 2.10% | 0.81 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'737 CHF | 59'982 CHF | 100.00% | 100.00% |
20.11.2024 | 2.57% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 79'582 | 75'000 | 54'409 CHF | 52'641 CHF | 100.00% | 100.00% |
19.11.2024 | 2.25% | 0.71 CHF | 0.73 CHF | 80'000 | 75'000 | 75'381 | 75'000 | 57'274 CHF | 58'295 CHF | 100.00% | 100.00% |