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 | 1.51% | 0.64 CHF | 0.65 CHF | 25'000 | 25'000 | 12'937 | 12'937 | 8'445 CHF | 8'575 CHF | 99.65% | 99.65% |
02.12.2024 | 1.48% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 80'574 | 13'260 | 54'153 CHF | 8'928 CHF | 89.66% | 89.66% |
29.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 12'132 | 53'571 CHF | 8'241 CHF | 99.05% | 99.05% |
28.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 7'500 | 80'000 | 7'500 | 51'828 CHF | 4'934 CHF | 100.00% | 100.00% |
27.11.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 79'891 | 12'937 | 55'320 CHF | 9'087 CHF | 99.67% | 99.67% |
26.11.2024 | 1.50% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 81'871 | 21'559 | 54'115 CHF | 14'512 CHF | 89.08% | 89.08% |
25.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 88'590 | 35'125 | 53'412 CHF | 21'813 CHF | 99.66% | 99.66% |
22.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 94'114 | 35'139 | 52'435 CHF | 19'996 CHF | 99.57% | 99.57% |
20.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 71'104 | 35'127 | 51'794 CHF | 25'961 CHF | 99.66% | 99.66% |
19.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 71'065 | 35'126 | 52'786 CHF | 26'493 CHF | 99.67% | 99.67% |