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 | 1.68% | 1.11 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'413 CHF | 85'844 CHF | 100.00% | 100.00% |
02.12.2024 | 1.60% | 1.12 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'565 CHF | 87'962 CHF | 100.00% | 100.00% |
29.11.2024 | 1.44% | 1.14 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'177 CHF | 58'003 CHF | 100.00% | 100.00% |
28.11.2024 | 1.64% | 1.12 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'459 CHF | 82'808 CHF | 100.00% | 100.00% |
27.11.2024 | 1.34% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'966 CHF | 87'128 CHF | 99.46% | 99.46% |
26.11.2024 | 1.41% | 1.14 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'365 CHF | 88'604 CHF | 100.00% | 100.00% |
25.11.2024 | 1.34% | 1.16 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'184 CHF | 86'335 CHF | 100.00% | 100.00% |
22.11.2024 | 1.46% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'647 CHF | 87'919 CHF | 100.00% | 100.00% |
20.11.2024 | 1.28% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'009 CHF | 95'224 CHF | 100.00% | 100.00% |
19.11.2024 | 1.44% | 1.23 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'705 CHF | 89'997 CHF | 100.00% | 100.00% |