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 | 1.65% | 0.99 CHF | 1.01 CHF | 60'000 | 25'000 | 57'917 | 25'000 | 53'575 CHF | 23'621 CHF | 100.00% | 100.00% |
02.12.2024 | 1.48% | 1.03 CHF | 1.05 CHF | 50'000 | 25'000 | 59'193 | 25'000 | 57'148 CHF | 24'511 CHF | 100.00% | 100.00% |
29.11.2024 | 1.55% | 1.03 CHF | 1.04 CHF | 50'000 | 25'000 | 50'004 | 25'000 | 51'225 CHF | 26'010 CHF | 100.00% | 100.00% |
28.11.2024 | 1.31% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 51'356 | 25'000 | 52'302 CHF | 25'817 CHF | 100.00% | 100.00% |
27.11.2024 | 1.59% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 52'946 | 25'000 | 53'097 CHF | 25'500 CHF | 99.55% | 99.55% |
26.11.2024 | 1.61% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 53'107 | 25'000 | 53'348 CHF | 25'563 CHF | 100.00% | 100.00% |
25.11.2024 | 1.43% | 1.07 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'908 CHF | 28'357 CHF | 100.00% | 100.00% |
22.11.2024 | 1.39% | 1.12 CHF | 1.13 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'536 CHF | 27'650 CHF | 100.00% | 100.00% |
20.11.2024 | 1.43% | 1.02 CHF | 1.04 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'109 CHF | 27'445 CHF | 100.00% | 100.00% |
19.11.2024 | 1.40% | 1.05 CHF | 1.07 CHF | 50'000 | 25'000 | 50'337 | 25'000 | 51'802 CHF | 26'098 CHF | 100.00% | 100.00% |