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 | 2.50% | 0.71 CHF | 0.73 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'236 CHF | 53'095 CHF | 100.00% | 100.00% |
02.12.2024 | 2.97% | 0.69 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'023 CHF | 51'209 CHF | 100.00% | 100.00% |
29.11.2024 | 2.40% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'395 CHF | 34'823 CHF | 100.00% | 100.00% |
28.11.2024 | 2.41% | 0.70 CHF | 0.72 CHF | 80'000 | 75'000 | 75'606 | 75'000 | 55'620 CHF | 56'541 CHF | 100.00% | 100.00% |
27.11.2024 | 2.11% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'121 | 75'000 | 54'782 CHF | 52'378 CHF | 55.81% | 55.81% |
26.11.2024 | 2.48% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'689 CHF | 50'635 CHF | 100.00% | 100.00% |
25.11.2024 | 2.20% | 0.66 CHF | 0.68 CHF | 80'000 | 75'000 | 79'093 | 75'000 | 54'454 CHF | 52'816 CHF | 100.00% | 100.00% |
22.11.2024 | 2.51% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'420 CHF | 51'353 CHF | 100.00% | 100.00% |
20.11.2024 | 3.17% | 0.56 CHF | 0.58 CHF | 90'033 | 75'000 | 88'871 | 75'000 | 50'831 CHF | 44'336 CHF | 86.32% | 86.32% |
19.11.2024 | 2.88% | 0.60 CHF | 0.62 CHF | 88'402 | 75'000 | 83'001 | 75'000 | 53'313 CHF | 49'674 CHF | 81.19% | 81.19% |