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 | 1.07% | 0.92 CHF | 0.93 CHF | 25'000 | 25'000 | 12'939 | 12'939 | 12'028 CHF | 12'157 CHF | 99.61% | 99.61% |
02.12.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 13'259 | 56'979 CHF | 12'605 CHF | 89.67% | 89.67% |
29.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 12'135 | 56'685 CHF | 11'584 CHF | 99.09% | 99.09% |
28.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60'000 | 7'500 | 60'000 | 7'500 | 55'381 CHF | 6'998 CHF | 100.00% | 100.00% |
27.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 59'999 | 12'939 | 58'142 CHF | 12'665 CHF | 99.63% | 99.63% |
26.11.2024 | 1.06% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 21'562 | 56'337 CHF | 20'488 CHF | 89.05% | 89.05% |
25.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 63'198 | 35'131 | 55'661 CHF | 31'523 CHF | 99.62% | 99.62% |
22.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 67'814 | 35'145 | 56'578 CHF | 29'758 CHF | 99.52% | 99.52% |
20.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 55'346 | 35'134 | 55'596 CHF | 35'653 CHF | 99.61% | 99.61% |
19.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 55'330 | 35'132 | 56'359 CHF | 36'171 CHF | 99.62% | 99.62% |