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 | 3.14% | 0.57 CHF | 0.58 CHF | 86'019 | 75'000 | 86'374 | 75'000 | 47'322 CHF | 42'406 CHF | 100.00% | 100.00% |
02.12.2024 | 3.77% | 0.55 CHF | 0.57 CHF | 86'655 | 75'000 | 87'109 | 75'000 | 45'399 CHF | 40'592 CHF | 100.00% | 100.00% |
29.11.2024 | 3.49% | 0.54 CHF | 0.55 CHF | 86'370 | 50'000 | 86'275 | 50'000 | 46'275 CHF | 27'775 CHF | 100.00% | 100.00% |
28.11.2024 | 3.05% | 0.56 CHF | 0.58 CHF | 85'837 | 75'000 | 85'189 | 75'000 | 50'588 CHF | 45'920 CHF | 100.00% | 100.00% |
27.11.2024 | 3.26% | 0.55 CHF | 0.57 CHF | 85'920 | 75'000 | 86'494 | 75'000 | 46'163 CHF | 41'360 CHF | 99.46% | 99.46% |
26.11.2024 | 3.55% | 0.54 CHF | 0.56 CHF | 86'846 | 75'000 | 87'326 | 75'000 | 44'980 CHF | 40'032 CHF | 100.00% | 100.00% |
25.11.2024 | 3.37% | 0.52 CHF | 0.54 CHF | 87'337 | 75'000 | 86'829 | 75'000 | 47'242 CHF | 42'209 CHF | 100.00% | 100.00% |
22.11.2024 | 3.46% | 0.55 CHF | 0.57 CHF | 87'241 | 75'000 | 87'514 | 75'000 | 45'914 CHF | 40'737 CHF | 100.00% | 100.00% |
20.11.2024 | 3.73% | 0.43 CHF | 0.44 CHF | 89'573 | 75'000 | 89'425 | 75'000 | 38'462 CHF | 33'492 CHF | 100.00% | 100.00% |
19.11.2024 | 3.91% | 0.46 CHF | 0.48 CHF | 88'402 | 75'000 | 87'338 | 75'000 | 43'886 CHF | 39'204 CHF | 100.00% | 100.00% |