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 | 2.31% | 2.92 CHF | 2.99 CHF | 5'000 | 5'000 | 4'928 | 4'928 | 14'590 CHF | 14'930 CHF | 100.00% | 100.00% |
02.12.2024 | 2.54% | 2.83 CHF | 2.91 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 15'141 CHF | 15'530 CHF | 100.00% | 100.00% |
29.11.2024 | 2.40% | 3.24 CHF | 3.32 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 16'739 CHF | 17'145 CHF | 100.00% | 100.00% |
28.11.2024 | 2.89% | 3.24 CHF | 3.34 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 7'900 CHF | 8'132 CHF | 100.00% | 100.00% |
27.11.2024 | 2.08% | 3.85 CHF | 3.92 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 18'350 CHF | 18'735 CHF | 99.56% | 99.56% |
26.11.2024 | 2.42% | 3.11 CHF | 3.19 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 15'141 CHF | 15'512 CHF | 100.00% | 100.00% |
25.11.2024 | 2.54% | 3.04 CHF | 3.13 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 8'363 CHF | 8'578 CHF | 97.78% | 97.78% |
22.11.2024 | 2.55% | 3.51 CHF | 3.60 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 9'163 CHF | 9'400 CHF | 99.98% | 99.98% |
20.11.2024 | 2.46% | 4.94 CHF | 5.06 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 11'357 CHF | 11'640 CHF | 100.00% | 100.00% |
19.11.2024 | 2.21% | 4.87 CHF | 4.98 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 11'696 CHF | 11'957 CHF | 84.94% | 84.94% |