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 | 2.08% | 0.72 CHF | 0.73 CHF | 196'000 | 196'000 | 51'076 | 51'076 | 36'999 CHF | 37'572 CHF | 100.00% | 100.00% |
02.12.2024 | 2.04% | 0.70 CHF | 0.71 CHF | 198'000 | 198'000 | 87'433 | 87'433 | 64'759 CHF | 65'893 CHF | 99.90% | 99.90% |
29.11.2024 | 2.06% | 0.76 CHF | 0.77 CHF | 196'000 | 196'000 | 87'759 | 87'759 | 65'519 CHF | 66'657 CHF | 100.00% | 100.00% |
28.11.2024 | 2.07% | 0.73 CHF | 0.74 CHF | 80'000 | 80'000 | 64'108 | 64'108 | 46'429 CHF | 47'326 CHF | 97.04% | 100.00% |
27.11.2024 | 3.14% | 0.75 CHF | 0.77 CHF | 98'000 | 98'000 | 45'675 | 45'675 | 35'297 CHF | 36'326 CHF | 99.90% | 99.90% |
26.11.2024 | 2.11% | 0.68 CHF | 0.69 CHF | 198'000 | 198'000 | 88'147 | 88'147 | 63'015 CHF | 64'158 CHF | 100.00% | 100.00% |
25.11.2024 | 2.35% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 89'085 | 89'085 | 59'048 CHF | 60'204 CHF | 100.00% | 100.00% |
22.11.2024 | 2.52% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 89'199 | 89'199 | 54'657 CHF | 55'814 CHF | 100.00% | 100.00% |
20.11.2024 | 1.98% | 0.78 CHF | 0.79 CHF | 194'000 | 194'000 | 86'912 | 86'912 | 67'629 CHF | 68'758 CHF | 99.90% | 99.90% |
19.11.2024 | 1.95% | 0.78 CHF | 0.79 CHF | 196'000 | 196'000 | 86'982 | 86'982 | 68'938 CHF | 70'068 CHF | 100.00% | 100.00% |