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 | 1.80% | 0.53 CHF | 0.54 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 8'279 CHF | 8'429 CHF | 100.00% | 100.00% |
02.12.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 6'906 CHF | 7'006 CHF | 100.00% | 100.00% |
29.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 7'070 CHF | 7'170 CHF | 100.00% | 100.00% |
28.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 7'053 CHF | 7'153 CHF | 100.00% | 100.00% |
27.11.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 7'301 CHF | 7'403 CHF | 100.00% | 100.00% |
26.11.2024 | 1.35% | 0.69 CHF | 0.70 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 11'064 CHF | 11'214 CHF | 100.00% | 100.00% |
25.11.2024 | 1.66% | 0.56 CHF | 0.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 8'981 CHF | 9'131 CHF | 100.00% | 100.00% |
22.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 9'453 CHF | 9'603 CHF | 100.00% | 100.00% |
20.11.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 9'359 CHF | 9'509 CHF | 100.00% | 100.00% |
19.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'349 CHF | 10'499 CHF | 100.00% | 100.00% |