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 | 3.59% | 0.27 CHF | 0.28 CHF | 200'000 | 100'000 | 198'120 | 99'165 | 54'739 CHF | 28'392 CHF | 100.00% | 100.00% |
02.12.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 200'000 | 100'000 | 198'124 | 99'166 | 58'185 CHF | 30'115 CHF | 100.00% | 100.00% |
29.11.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 200'000 | 100'000 | 198'125 | 99'167 | 64'058 CHF | 33'056 CHF | 100.00% | 100.00% |
28.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 200'000 | 100'000 | 198'126 | 99'167 | 65'390 CHF | 33'723 CHF | 100.00% | 100.00% |
27.11.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 200'000 | 100'000 | 198'125 | 99'166 | 69'044 CHF | 35'552 CHF | 100.00% | 100.00% |
26.11.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 200'000 | 100'000 | 198'120 | 99'164 | 66'851 CHF | 34'454 CHF | 100.00% | 100.00% |
25.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 200'000 | 100'000 | 198'122 | 99'165 | 65'529 CHF | 33'793 CHF | 100.00% | 100.00% |
22.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 200'000 | 100'000 | 198'117 | 99'163 | 69'352 CHF | 35'706 CHF | 100.00% | 100.00% |
20.11.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 200'000 | 100'000 | 198'116 | 99'163 | 71'735 CHF | 36'899 CHF | 100.00% | 100.00% |
19.11.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 200'000 | 100'000 | 198'126 | 99'167 | 74'704 CHF | 38'385 CHF | 100.00% | 100.00% |