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 | 1.07% | 1.47 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'716 CHF | 112'913 CHF | 100.00% | 100.00% |
02.12.2024 | 1.31% | 1.49 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'791 CHF | 115'291 CHF | 100.00% | 100.00% |
29.11.2024 | 1.26% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'225 CHF | 76'177 CHF | 100.00% | 100.00% |
28.11.2024 | 1.26% | 1.48 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'580 CHF | 109'959 CHF | 100.00% | 100.00% |
27.11.2024 | 1.17% | 1.49 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'140 CHF | 114'466 CHF | 99.46% | 99.46% |
26.11.2024 | 1.21% | 1.50 CHF | 1.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'468 CHF | 115'865 CHF | 100.00% | 100.00% |
25.11.2024 | 1.23% | 1.52 CHF | 1.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'292 CHF | 113'684 CHF | 100.00% | 100.00% |
22.11.2024 | 1.21% | 1.49 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'763 CHF | 115'147 CHF | 100.00% | 100.00% |
20.11.2024 | 1.10% | 1.62 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'359 CHF | 122'697 CHF | 100.00% | 100.00% |
19.11.2024 | 1.07% | 1.59 CHF | 1.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'959 CHF | 117'205 CHF | 100.00% | 100.00% |