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 | 1.25% | 0.78 CHF | 0.79 CHF | 25'000 | 25'000 | 12'937 | 12'937 | 10'242 CHF | 10'371 CHF | 99.66% | 99.66% |
02.12.2024 | 1.23% | 0.76 CHF | 0.77 CHF | 70'000 | 25'000 | 70'000 | 13'259 | 56'799 CHF | 10'769 CHF | 89.68% | 89.68% |
29.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 12'135 | 56'470 CHF | 9'908 CHF | 99.09% | 99.09% |
28.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70'000 | 7'500 | 70'000 | 7'500 | 54'998 CHF | 5'968 CHF | 100.00% | 100.00% |
27.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 67'412 | 12'937 | 55'961 CHF | 10'874 CHF | 99.66% | 99.66% |
26.11.2024 | 1.24% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 69'993 | 21'560 | 56'032 CHF | 17'498 CHF | 89.08% | 89.08% |
25.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 71'066 | 35'126 | 52'667 CHF | 26'651 CHF | 99.66% | 99.66% |
22.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 78'885 | 35'139 | 54'899 CHF | 24'872 CHF | 99.57% | 99.57% |
20.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 63'197 | 35'128 | 54'746 CHF | 30'797 CHF | 99.66% | 99.66% |
19.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 63'197 | 35'126 | 55'708 CHF | 31'351 CHF | 99.66% | 99.66% |