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 | 2.27% | 0.66 CHF | 0.67 CHF | 196'000 | 196'000 | 51'077 | 51'077 | 33'817 CHF | 34'390 CHF | 100.00% | 100.00% |
02.12.2024 | 2.22% | 0.64 CHF | 0.65 CHF | 198'000 | 198'000 | 87'432 | 87'432 | 59'305 CHF | 60'438 CHF | 99.90% | 99.90% |
29.11.2024 | 2.24% | 0.70 CHF | 0.71 CHF | 196'000 | 196'000 | 87'756 | 87'756 | 60'038 CHF | 61'176 CHF | 100.00% | 100.00% |
28.11.2024 | 2.27% | 0.67 CHF | 0.68 CHF | 80'000 | 80'000 | 64'115 | 64'115 | 42'407 CHF | 43'304 CHF | 97.04% | 100.00% |
27.11.2024 | 3.41% | 0.69 CHF | 0.71 CHF | 98'000 | 98'000 | 45'674 | 45'674 | 32'461 CHF | 33'490 CHF | 99.90% | 99.90% |
26.11.2024 | 2.31% | 0.62 CHF | 0.63 CHF | 198'000 | 198'000 | 88'145 | 88'145 | 57'534 CHF | 58'677 CHF | 100.00% | 100.00% |
25.11.2024 | 2.60% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 89'082 | 89'082 | 53'401 CHF | 54'557 CHF | 100.00% | 100.00% |
22.11.2024 | 2.80% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 89'211 | 89'211 | 49'063 CHF | 50'220 CHF | 100.00% | 100.00% |
20.11.2024 | 2.15% | 0.72 CHF | 0.73 CHF | 194'000 | 194'000 | 86'908 | 86'908 | 62'178 CHF | 63'307 CHF | 99.90% | 99.90% |
19.11.2024 | 2.11% | 0.72 CHF | 0.73 CHF | 196'000 | 196'000 | 86'984 | 86'984 | 63'524 CHF | 64'653 CHF | 100.00% | 100.00% |