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 | 1.24% | 2.89 CHF | 2.91 CHF | 20'000 | 10'000 | 20'000 | 3'754 | 57'046 CHF | 10'900 CHF | 98.55% | 98.55% |
02.12.2024 | 1.28% | 2.92 CHF | 2.94 CHF | 20'000 | 10'000 | 20'000 | 3'853 | 55'319 CHF | 11'093 CHF | 93.38% | 93.38% |
29.11.2024 | 1.29% | 2.86 CHF | 2.88 CHF | 20'000 | 10'000 | 20'000 | 3'740 | 54'984 CHF | 10'519 CHF | 96.78% | 96.78% |
28.11.2024 | 1.47% | 2.75 CHF | 2.79 CHF | 20'000 | 2'000 | 20'000 | 2'000 | 53'998 CHF | 5'480 CHF | 96.49% | 96.49% |
27.11.2024 | 1.40% | 2.28 CHF | 2.30 CHF | 30'000 | 10'000 | 22'187 | 3'751 | 55'202 CHF | 9'200 CHF | 98.80% | 98.80% |
26.11.2024 | 1.30% | 2.70 CHF | 2.72 CHF | 20'000 | 10'000 | 20'000 | 3'750 | 54'510 CHF | 10'357 CHF | 98.87% | 98.87% |
25.11.2024 | 1.08% | 2.79 CHF | 2.81 CHF | 20'000 | 10'000 | 20'000 | 3'747 | 64'817 CHF | 11'547 CHF | 96.40% | 96.40% |
22.11.2024 | 1.39% | 3.50 CHF | 3.53 CHF | 20'000 | 5'000 | 20'000 | 1'865 | 76'194 CHF | 7'026 CHF | 99.49% | 99.49% |
20.11.2024 | 1.46% | 3.78 CHF | 4.12 CHF | 20'000 | 1'000 | 19'734 | 1'000 | 80'630 CHF | 4'146 CHF | 65.50% | 98.69% |
19.11.2024 | 1.04% | 3.66 CHF | 3.68 CHF | 20'000 | 10'000 | 20'000 | 3'736 | 68'371 CHF | 13'114 CHF | 99.60% | 99.60% |