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 | 2.52% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 79'872 | 75'000 | 54'675 CHF | 52'655 CHF | 100.00% | 100.00% |
02.12.2024 | 2.21% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 77'482 | 75'000 | 55'202 CHF | 54'658 CHF | 100.00% | 100.00% |
29.11.2024 | 2.83% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 77'325 | 50'000 | 53'911 CHF | 35'900 CHF | 100.00% | 100.00% |
28.11.2024 | 3.07% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'376 CHF | 49'665 CHF | 100.00% | 100.00% |
27.11.2024 | 2.54% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 79'197 | 75'000 | 55'547 CHF | 53'982 CHF | 99.46% | 99.46% |
26.11.2024 | 2.52% | 0.70 CHF | 0.72 CHF | 80'000 | 75'000 | 77'161 | 75'000 | 55'634 CHF | 55'481 CHF | 100.00% | 100.00% |
25.11.2024 | 2.69% | 0.72 CHF | 0.74 CHF | 75'000 | 75'000 | 78'913 | 75'000 | 54'497 CHF | 53'246 CHF | 100.00% | 100.00% |
22.11.2024 | 2.50% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 77'623 | 75'000 | 55'248 CHF | 54'769 CHF | 100.00% | 100.00% |
20.11.2024 | 2.26% | 0.81 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'724 CHF | 62'109 CHF | 100.00% | 100.00% |
19.11.2024 | 2.32% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 76'125 | 75'000 | 56'281 CHF | 56'796 CHF | 100.00% | 100.00% |