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 | 2.19% | 1.18 CHF | 1.20 CHF | 216'600 | 216'600 | 85'779 | 85'779 | 100'366 CHF | 102'313 CHF | 100.00% | 100.00% |
02.12.2024 | 2.33% | 1.19 CHF | 1.21 CHF | 219'900 | 219'900 | 86'166 | 86'166 | 98'814 CHF | 100'763 CHF | 100.00% | 100.00% |
29.11.2024 | 1.87% | 1.17 CHF | 1.19 CHF | 251'800 | 251'800 | 96'361 | 96'361 | 108'207 CHF | 110'155 CHF | 99.95% | 99.95% |
28.11.2024 | 2.68% | 1.09 CHF | 1.11 CHF | 75'600 | 75'600 | 61'737 | 61'737 | 67'363 CHF | 69'072 CHF | 98.70% | 98.70% |
27.11.2024 | 1.83% | 0.82 CHF | 0.83 CHF | 250'100 | 250'100 | 97'501 | 97'501 | 88'911 CHF | 90'318 CHF | 99.90% | 99.90% |
26.11.2024 | 1.62% | 1.08 CHF | 1.09 CHF | 241'200 | 241'200 | 95'604 | 95'604 | 105'965 CHF | 107'350 CHF | 99.52% | 99.52% |
25.11.2024 | 1.53% | 1.16 CHF | 1.17 CHF | 166'600 | 166'600 | 65'773 | 65'773 | 89'501 CHF | 90'629 CHF | 99.95% | 99.95% |
22.11.2024 | 1.38% | 1.65 CHF | 1.67 CHF | 127'600 | 127'600 | 50'099 | 50'099 | 89'827 CHF | 90'965 CHF | 100.00% | 100.00% |
20.11.2024 | - | 1.74 CHF | - CHF | 124'900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.91% |
19.11.2024 | - | 1.69 CHF | - CHF | 165'600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.53% |