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 | 1.49% | 1.32 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'094 CHF | 101'594 CHF | 100.00% | 100.00% |
02.12.2024 | 1.46% | 1.33 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'212 CHF | 103'712 CHF | 100.00% | 100.00% |
29.11.2024 | 1.32% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'503 CHF | 68'400 CHF | 100.00% | 100.00% |
28.11.2024 | 1.39% | 1.33 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'058 CHF | 98'415 CHF | 100.00% | 100.00% |
27.11.2024 | 1.33% | 1.33 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'378 CHF | 102'732 CHF | 99.46% | 99.46% |
26.11.2024 | 1.33% | 1.35 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'854 CHF | 104'231 CHF | 100.00% | 100.00% |
25.11.2024 | 1.39% | 1.37 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'585 CHF | 101'996 CHF | 100.00% | 100.00% |
22.11.2024 | 1.31% | 1.33 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'169 CHF | 103'519 CHF | 100.00% | 100.00% |
20.11.2024 | 1.10% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'759 CHF | 110'974 CHF | 100.00% | 100.00% |
19.11.2024 | 1.24% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'247 CHF | 105'546 CHF | 100.00% | 100.00% |