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 | 9.52% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 10'026 CHF | 11'018 CHF | 100.00% | 100.00% |
02.12.2024 | 13.94% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 6'698 CHF | 7'689 CHF | 100.00% | 100.00% |
29.11.2024 | 14.90% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 6'248 CHF | 7'239 CHF | 100.00% | 100.00% |
28.11.2024 | 14.46% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 99'056 | 99'056 | 6'445 CHF | 7'437 CHF | 100.00% | 100.00% |
27.11.2024 | 15.42% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 5'993 CHF | 6'985 CHF | 100.00% | 100.00% |
26.11.2024 | 16.87% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 5'497 CHF | 6'489 CHF | 100.00% | 100.00% |
25.11.2024 | 9.70% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 9'833 CHF | 10'825 CHF | 100.00% | 100.00% |
22.11.2024 | 10.75% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 8'826 CHF | 9'818 CHF | 100.00% | 100.00% |
20.11.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 9'044 CHF | 10'035 CHF | 100.00% | 100.00% |
19.11.2024 | 12.45% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 7'563 CHF | 8'555 CHF | 98.92% | 98.92% |