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 | 6.79% | 0.14 CHF | 0.16 CHF | 710'800 | 710'800 | 710'800 | 710'800 | 101'153 CHF | 108'261 CHF | 100.00% | 100.00% |
02.12.2024 | 6.75% | 0.14 CHF | 0.15 CHF | 693'600 | 693'600 | 693'642 | 693'642 | 99'312 CHF | 106'249 CHF | 100.00% | 100.00% |
29.11.2024 | 6.47% | 0.14 CHF | 0.16 CHF | 654'500 | 654'500 | 669'502 | 669'502 | 100'125 CHF | 106'820 CHF | 99.58% | 99.58% |
28.11.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 643'600 | 643'600 | 643'048 | 643'048 | 98'392 CHF | 104'822 CHF | 99.42% | 99.42% |
27.11.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 618'400 | 618'400 | 618'400 | 618'400 | 98'335 CHF | 104'519 CHF | 100.00% | 100.00% |
26.11.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 665'000 | 665'000 | 665'000 | 665'000 | 107'544 CHF | 114'194 CHF | 100.00% | 100.00% |
25.11.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 684'000 | 684'000 | 683'835 | 683'835 | 104'997 CHF | 111'835 CHF | 100.00% | 100.00% |
22.11.2024 | 6.50% | 0.15 CHF | 0.16 CHF | 586'400 | 586'400 | 596'601 | 596'601 | 88'942 CHF | 94'908 CHF | 100.00% | 100.00% |
20.11.2024 | 5.81% | 0.18 CHF | 0.19 CHF | 592'000 | 592'000 | 592'000 | 592'000 | 98'953 CHF | 104'873 CHF | 100.00% | 100.00% |
19.11.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 655'900 | 655'900 | 655'900 | 655'900 | 111'621 CHF | 118'180 CHF | 99.85% | 99.85% |