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 | 3.55% | 0.47 CHF | 0.48 CHF | 86'019 | 75'000 | 86'374 | 75'000 | 41'860 CHF | 37'655 CHF | 100.00% | 100.00% |
02.12.2024 | 3.06% | 0.48 CHF | 0.50 CHF | 86'624 | 75'000 | 87'124 | 75'000 | 44'684 CHF | 39'658 CHF | 100.00% | 100.00% |
29.11.2024 | 3.52% | 0.50 CHF | 0.52 CHF | 86'310 | 50'000 | 86'281 | 50'000 | 43'154 CHF | 25'900 CHF | 100.00% | 100.00% |
28.11.2024 | 4.00% | 0.48 CHF | 0.50 CHF | 85'986 | 75'000 | 85'202 | 75'000 | 37'842 CHF | 34'665 CHF | 100.00% | 100.00% |
27.11.2024 | 3.54% | 0.48 CHF | 0.50 CHF | 85'820 | 75'000 | 86'477 | 75'000 | 43'393 CHF | 38'982 CHF | 99.46% | 99.46% |
26.11.2024 | 3.47% | 0.50 CHF | 0.52 CHF | 86'917 | 75'000 | 87'315 | 75'000 | 45'530 CHF | 40'481 CHF | 100.00% | 100.00% |
25.11.2024 | 3.77% | 0.52 CHF | 0.54 CHF | 87'327 | 75'000 | 86'849 | 75'000 | 42'666 CHF | 38'246 CHF | 100.00% | 100.00% |
22.11.2024 | 3.46% | 0.48 CHF | 0.50 CHF | 87'110 | 75'000 | 87'510 | 75'000 | 44'832 CHF | 39'769 CHF | 100.00% | 100.00% |
20.11.2024 | 3.00% | 0.61 CHF | 0.63 CHF | 89'444 | 75'000 | 86'958 | 75'000 | 52'943 CHF | 47'109 CHF | 100.00% | 100.00% |
19.11.2024 | 3.17% | 0.59 CHF | 0.60 CHF | 88'402 | 75'000 | 87'340 | 75'000 | 47'183 CHF | 41'796 CHF | 100.00% | 100.00% |