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 | 2.10% | 0.80 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'655 CHF | 62'966 CHF | 100.00% | 100.00% |
02.12.2024 | 2.15% | 0.82 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'658 CHF | 65'041 CHF | 100.00% | 100.00% |
29.11.2024 | 1.95% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 64'560 | 50'000 | 54'020 CHF | 42'725 CHF | 100.00% | 100.00% |
28.11.2024 | 1.97% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'665 CHF | 59'830 CHF | 100.00% | 100.00% |
27.11.2024 | 2.21% | 0.82 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'982 CHF | 64'390 CHF | 99.46% | 99.46% |
26.11.2024 | 1.90% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'481 CHF | 65'718 CHF | 100.00% | 100.00% |
25.11.2024 | 2.06% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'246 CHF | 63'542 CHF | 100.00% | 100.00% |
22.11.2024 | 1.93% | 0.82 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'769 CHF | 65'013 CHF | 100.00% | 100.00% |
20.11.2024 | 1.87% | 0.95 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'109 CHF | 72'447 CHF | 100.00% | 100.00% |