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 | 1.69% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 12'939 | 12'939 | 7'547 CHF | 7'676 CHF | 99.62% | 99.62% |
02.12.2024 | 1.65% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 90'341 | 13'256 | 54'430 CHF | 8'004 CHF | 89.75% | 89.75% |
29.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 90'000 | 12'137 | 54'118 CHF | 7'415 CHF | 99.12% | 99.12% |
28.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90'000 | 7'500 | 90'000 | 7'500 | 52'093 CHF | 4'416 CHF | 100.00% | 100.00% |
27.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 86'130 | 12'938 | 53'665 CHF | 8'195 CHF | 99.66% | 99.66% |
26.11.2024 | 1.68% | 0.54 CHF | 0.55 CHF | 100'000 | 25'000 | 91'710 | 21'560 | 54'253 CHF | 13'013 CHF | 89.07% | 89.07% |
25.11.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 98'541 | 35'127 | 52'583 CHF | 19'378 CHF | 99.65% | 99.65% |
22.11.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 106'532 | 35'140 | 51'990 CHF | 17'559 CHF | 99.56% | 99.56% |
20.11.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 35'129 | 52'758 CHF | 23'541 CHF | 99.65% | 99.65% |
19.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 35'128 | 53'897 CHF | 24'078 CHF | 99.65% | 99.65% |