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 | 1.61% | 0.95 CHF | 0.96 CHF | 407'500 | 407'500 | 161'305 | 161'305 | 152'840 CHF | 154'884 CHF | 100.00% | 100.00% |
02.12.2024 | 1.56% | 0.94 CHF | 0.95 CHF | 402'600 | 402'600 | 157'775 | 157'775 | 151'260 CHF | 153'249 CHF | 100.00% | 100.00% |
29.11.2024 | 1.81% | 0.94 CHF | 0.95 CHF | 360'700 | 360'700 | 138'019 | 138'019 | 133'631 CHF | 135'604 CHF | 99.95% | 99.95% |
28.11.2024 | 2.18% | 0.99 CHF | 1.00 CHF | 108'200 | 108'200 | 88'392 | 88'392 | 86'981 CHF | 88'710 CHF | 98.70% | 98.70% |
27.11.2024 | 1.47% | 1.12 CHF | 1.13 CHF | 413'700 | 413'700 | 161'258 | 161'258 | 173'208 CHF | 175'250 CHF | 99.90% | 99.90% |
26.11.2024 | 1.54% | 1.01 CHF | 1.02 CHF | 369'600 | 369'600 | 146'478 | 146'478 | 145'871 CHF | 147'729 CHF | 99.52% | 99.52% |
25.11.2024 | 1.14% | 1.00 CHF | 1.01 CHF | 450'800 | 450'800 | 177'865 | 177'865 | 167'234 CHF | 169'022 CHF | 99.95% | 99.95% |
22.11.2024 | 1.24% | 0.87 CHF | 0.88 CHF | 526'000 | 526'000 | 206'332 | 206'332 | 172'250 CHF | 174'317 CHF | 100.00% | 100.00% |
20.11.2024 | 1.30% | 0.82 CHF | 0.83 CHF | 532'200 | 532'200 | 204'394 | 204'394 | 164'000 CHF | 166'050 CHF | 99.90% | 99.90% |
19.11.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 408'300 | 408'300 | 162'038 | 162'038 | 145'908 CHF | 147'531 CHF | 97.53% | 97.53% |