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 | 0.95% | 1.65 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'216 CHF | 126'413 CHF | 100.00% | 100.00% |
02.12.2024 | 1.00% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'291 CHF | 128'565 CHF | 100.00% | 100.00% |
29.11.2024 | 1.12% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'225 CHF | 85'177 CHF | 100.00% | 100.00% |
28.11.2024 | 1.12% | 1.66 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'080 CHF | 123'459 CHF | 100.00% | 100.00% |
27.11.2024 | 1.04% | 1.67 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'640 CHF | 127'966 CHF | 99.46% | 99.46% |
26.11.2024 | 1.09% | 1.68 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'968 CHF | 129'365 CHF | 100.00% | 100.00% |
25.11.2024 | 1.10% | 1.70 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'792 CHF | 127'184 CHF | 100.00% | 100.00% |
22.11.2024 | 1.08% | 1.67 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'263 CHF | 128'647 CHF | 100.00% | 100.00% |
20.11.2024 | 0.85% | 1.80 CHF | 1.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'859 CHF | 136'009 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 1.77 CHF | 1.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'459 CHF | 130'705 CHF | 100.00% | 100.00% |