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 | 1.27% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 47'067 CHF | 47'667 CHF | 100.00% | 100.00% |
02.12.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'802 CHF | 47'402 CHF | 100.00% | 100.00% |
29.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 44'664 CHF | 45'264 CHF | 100.00% | 100.00% |
28.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 45'651 CHF | 46'251 CHF | 100.00% | 100.00% |
27.11.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 43'268 CHF | 43'868 CHF | 100.00% | 100.00% |
26.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'129 CHF | 48'729 CHF | 100.00% | 100.00% |
25.11.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'060 CHF | 46'660 CHF | 100.00% | 100.00% |
22.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 44'182 CHF | 44'782 CHF | 100.00% | 100.00% |
20.11.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 40'502 CHF | 41'102 CHF | 100.00% | 100.00% |
19.11.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 40'205 CHF | 40'805 CHF | 100.00% | 100.00% |