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 | 1.41% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 35'138 | 35'138 | 24'629 CHF | 24'981 CHF | 99.69% | 99.69% |
02.12.2024 | 1.38% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 72'353 | 36'248 | 52'142 CHF | 26'116 CHF | 89.73% | 89.73% |
29.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 74'350 | 33'541 | 53'330 CHF | 24'398 CHF | 99.15% | 99.15% |
28.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80'000 | 20'000 | 80'000 | 20'000 | 55'709 CHF | 14'127 CHF | 99.99% | 99.99% |
27.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 71'069 | 35'141 | 52'658 CHF | 26'389 CHF | 99.68% | 99.68% |
26.11.2024 | 1.43% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 36'880 | 55'545 CHF | 25'620 CHF | 89.10% | 89.10% |
25.11.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 87'708 | 35'123 | 54'306 CHF | 22'406 CHF | 99.68% | 99.68% |
22.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 91'228 | 35'139 | 52'442 CHF | 20'615 CHF | 99.57% | 99.57% |
20.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 71'065 | 35'125 | 53'002 CHF | 26'566 CHF | 99.68% | 99.68% |
19.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 71'065 | 35'124 | 54'076 CHF | 27'121 CHF | 99.68% | 99.68% |