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 | 1.97% | 0.83 CHF | 0.85 CHF | 70'000 | 25'000 | 67'617 | 25'000 | 52'515 CHF | 19'927 CHF | 84.14% | 84.14% |
02.12.2024 | 1.92% | 0.87 CHF | 0.89 CHF | 60'000 | 25'000 | 69'116 | 25'000 | 55'868 CHF | 20'614 CHF | 100.00% | 100.00% |
29.11.2024 | 1.73% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'110 CHF | 22'091 CHF | 100.00% | 100.00% |
28.11.2024 | 1.98% | 0.86 CHF | 0.88 CHF | 60'000 | 25'000 | 60'963 | 25'000 | 52'453 CHF | 21'953 CHF | 100.00% | 100.00% |
27.11.2024 | 1.74% | 0.86 CHF | 0.88 CHF | 60'000 | 25'000 | 61'868 | 25'000 | 52'400 CHF | 21'563 CHF | 99.55% | 99.55% |
26.11.2024 | 1.64% | 0.83 CHF | 0.85 CHF | 70'000 | 25'000 | 62'922 | 25'000 | 53'436 CHF | 21'617 CHF | 100.00% | 100.00% |
25.11.2024 | 1.79% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'633 CHF | 24'448 CHF | 100.00% | 100.00% |
22.11.2024 | 1.66% | 0.96 CHF | 0.98 CHF | 60'000 | 25'000 | 59'529 | 25'000 | 55'551 CHF | 23'734 CHF | 100.00% | 100.00% |
20.11.2024 | 1.63% | 0.86 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'554 CHF | 23'527 CHF | 100.00% | 100.00% |
19.11.2024 | 1.88% | 0.89 CHF | 0.91 CHF | 60'000 | 25'000 | 60'234 | 25'000 | 52'490 CHF | 22'203 CHF | 100.00% | 100.00% |