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 | 0.85% | 1.93 CHF | 1.94 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'907 CHF | 46'987 CHF | 100.00% | 100.00% |
02.12.2024 | 0.82% | 1.97 CHF | 1.98 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'013 CHF | 47'901 CHF | 100.00% | 100.00% |
29.11.2024 | 0.76% | 1.96 CHF | 1.98 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'783 CHF | 49'361 CHF | 100.00% | 100.00% |
28.11.2024 | 0.88% | 1.95 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'556 CHF | 49'230 CHF | 100.00% | 100.00% |
27.11.2024 | 0.76% | 1.95 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'175 CHF | 48'847 CHF | 99.55% | 99.55% |
26.11.2024 | 0.80% | 1.92 CHF | 1.94 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'220 CHF | 48'905 CHF | 100.00% | 100.00% |
25.11.2024 | 0.81% | 2.01 CHF | 2.02 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'543 CHF | 51'701 CHF | 100.00% | 100.00% |
22.11.2024 | 0.77% | 2.05 CHF | 2.07 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'711 CHF | 50'984 CHF | 100.00% | 100.00% |
20.11.2024 | 0.75% | 1.95 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'477 CHF | 50'777 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 1.98 CHF | 2.00 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'848 CHF | 49'453 CHF | 100.00% | 100.00% |