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% | 0.96 CHF | 0.97 CHF | 196'000 | 196'000 | 51'076 | 51'076 | 49'253 CHF | 49'826 CHF | 100.00% | 100.00% |
02.12.2024 | 1.55% | 0.94 CHF | 0.95 CHF | 198'000 | 198'000 | 87'433 | 87'433 | 85'736 CHF | 86'869 CHF | 99.90% | 99.90% |
29.11.2024 | 1.56% | 1.00 CHF | 1.01 CHF | 196'000 | 196'000 | 87'754 | 87'754 | 86'417 CHF | 87'555 CHF | 100.00% | 100.00% |
28.11.2024 | 1.57% | 0.97 CHF | 0.98 CHF | 80'000 | 80'000 | 64'109 | 64'109 | 61'697 CHF | 62'594 CHF | 97.04% | 100.00% |
27.11.2024 | 2.41% | 0.99 CHF | 1.01 CHF | 98'000 | 98'000 | 45'675 | 45'675 | 46'210 CHF | 47'239 CHF | 99.90% | 99.90% |
26.11.2024 | 1.59% | 0.92 CHF | 0.93 CHF | 198'000 | 198'000 | 88'146 | 88'146 | 84'137 CHF | 85'279 CHF | 100.00% | 100.00% |
25.11.2024 | 1.72% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 89'086 | 89'086 | 80'438 CHF | 81'594 CHF | 100.00% | 100.00% |
22.11.2024 | 1.81% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 89'217 | 89'217 | 76'175 CHF | 77'332 CHF | 100.00% | 100.00% |
20.11.2024 | 1.52% | 1.02 CHF | 1.03 CHF | 194'000 | 194'000 | 86'913 | 86'913 | 88'390 CHF | 89'519 CHF | 99.90% | 99.90% |
19.11.2024 | 1.50% | 1.02 CHF | 1.03 CHF | 196'000 | 196'000 | 86'984 | 86'984 | 89'671 CHF | 90'800 CHF | 100.00% | 100.00% |