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 | 0.93% | 1.05 CHF | 1.06 CHF | 25'000 | 25'000 | 12'937 | 12'937 | 13'751 CHF | 13'880 CHF | 99.66% | 99.66% |
02.12.2024 | 0.92% | 1.03 CHF | 1.04 CHF | 50'000 | 25'000 | 50'000 | 13'259 | 54'146 CHF | 14'372 CHF | 89.70% | 89.70% |
29.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 25'000 | 50'000 | 12'131 | 53'878 CHF | 13'189 CHF | 99.03% | 99.03% |
28.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 7'500 | 50'000 | 7'500 | 52'860 CHF | 8'004 CHF | 100.00% | 100.00% |
27.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 12'942 | 55'072 CHF | 14'382 CHF | 99.56% | 99.56% |
26.11.2024 | 0.93% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 50'000 | 21'562 | 53'622 CHF | 23'361 CHF | 89.05% | 89.05% |
25.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 55'422 | 35'131 | 56'375 CHF | 36'259 CHF | 99.62% | 99.62% |
22.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 63'170 | 35'145 | 61'275 CHF | 34'497 CHF | 99.52% | 99.52% |
20.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 55'331 | 35'134 | 62'955 CHF | 40'339 CHF | 99.61% | 99.61% |
19.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 55'330 | 35'132 | 63'743 CHF | 40'851 CHF | 99.62% | 99.62% |