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 | 2.25% | 1.62 CHF | 1.64 CHF | 30'000 | 10'000 | 30'000 | 3'714 | 47'199 CHF | 6'037 CHF | 97.92% | 98.55% |
02.12.2024 | 2.42% | 1.64 CHF | 1.66 CHF | 30'000 | 10'000 | 30'000 | 3'853 | 44'347 CHF | 6'157 CHF | 93.34% | 93.34% |
29.11.2024 | 2.40% | 1.59 CHF | 1.61 CHF | 30'000 | 10'000 | 30'000 | 3'740 | 44'346 CHF | 5'764 CHF | 96.76% | 96.76% |
28.11.2024 | 2.77% | 1.48 CHF | 1.52 CHF | 30'000 | 2'000 | 30'000 | 2'000 | 42'778 CHF | 2'932 CHF | 96.49% | 96.49% |
27.11.2024 | 3.01% | 0.99 CHF | 1.13 CHF | 30'000 | 9'000 | 29'900 | 2'411 | 38'166 CHF | 3'115 CHF | 81.34% | 98.77% |
26.11.2024 | 2.41% | 1.43 CHF | 1.45 CHF | 30'000 | 10'000 | 30'000 | 3'750 | 43'845 CHF | 5'615 CHF | 98.86% | 98.86% |
25.11.2024 | 2.36% | 1.59 CHF | 1.62 CHF | 15'000 | 5'000 | 14'956 | 1'853 | 33'194 CHF | 3'709 CHF | 95.77% | 96.40% |
22.11.2024 | 2.77% | 2.62 CHF | 2.67 CHF | 9'000 | 3'000 | 18'589 | 1'078 | 59'923 CHF | 3'356 CHF | 97.35% | 99.48% |
20.11.2024 | - | 3.15 CHF | - CHF | 20'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.69% |
19.11.2024 | - | 3.06 CHF | - CHF | 20'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.59% |