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 | 7.23% | 0.14 CHF | 0.14 CHF | 559'500 | 559'500 | 556'994 | 556'994 | 74'277 CHF | 79'847 CHF | 100.00% | 100.00% |
02.12.2024 | 7.29% | 0.14 CHF | 0.14 CHF | 569'800 | 569'800 | 582'401 | 582'401 | 77'029 CHF | 82'853 CHF | 100.00% | 100.00% |
29.11.2024 | 7.68% | 0.13 CHF | 0.14 CHF | 592'500 | 592'500 | 592'500 | 592'500 | 74'153 CHF | 80'078 CHF | 100.00% | 100.00% |
28.11.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 619'400 | 619'400 | 619'400 | 619'400 | 79'780 CHF | 85'974 CHF | 100.00% | 100.00% |
27.11.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 581'900 | 581'900 | 577'611 | 577'611 | 70'385 CHF | 76'161 CHF | 100.00% | 100.00% |
26.11.2024 | 7.10% | 0.14 CHF | 0.14 CHF | 563'100 | 563'100 | 556'658 | 556'658 | 75'610 CHF | 81'176 CHF | 100.00% | 100.00% |
25.11.2024 | 7.39% | 0.14 CHF | 0.14 CHF | 590'400 | 590'400 | 590'400 | 590'400 | 76'893 CHF | 82'797 CHF | 100.00% | 100.00% |
22.11.2024 | 7.74% | 0.13 CHF | 0.14 CHF | 609'300 | 609'300 | 614'044 | 614'044 | 76'232 CHF | 82'372 CHF | 100.00% | 100.00% |
20.11.2024 | 8.41% | 0.11 CHF | 0.12 CHF | 673'400 | 673'400 | 661'720 | 661'720 | 75'427 CHF | 82'045 CHF | 100.00% | 100.00% |
19.11.2024 | 8.44% | 0.11 CHF | 0.12 CHF | 648'700 | 648'700 | 639'195 | 639'195 | 72'547 CHF | 78'939 CHF | 100.00% | 100.00% |