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 | 0.95% | 1.80 CHF | 1.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'655 CHF | 137'966 CHF | 100.00% | 100.00% |
02.12.2024 | 0.99% | 1.82 CHF | 1.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'658 CHF | 140'041 CHF | 100.00% | 100.00% |
29.11.2024 | 0.89% | 1.84 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'900 CHF | 92'725 CHF | 100.00% | 100.00% |
28.11.2024 | 0.87% | 1.82 CHF | 1.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'665 CHF | 134'830 CHF | 100.00% | 100.00% |
27.11.2024 | 1.02% | 1.82 CHF | 1.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 137'982 CHF | 139'390 CHF | 99.46% | 99.46% |
26.11.2024 | 0.88% | 1.84 CHF | 1.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 139'481 CHF | 140'718 CHF | 100.00% | 100.00% |
25.11.2024 | 0.94% | 1.86 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 137'246 CHF | 138'542 CHF | 100.00% | 100.00% |
22.11.2024 | 0.89% | 1.82 CHF | 1.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'769 CHF | 140'013 CHF | 100.00% | 100.00% |
20.11.2024 | 0.83% | 1.95 CHF | 1.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'224 CHF | 147'447 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 1.92 CHF | 1.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 140'796 CHF | 142'209 CHF | 100.00% | 100.00% |