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 | 10.62% | 0.09 CHF | 0.10 CHF | 2'803'000 | 32'000 | 2'773'520 | 32'000 | 249'617 CHF | 3'203 CHF | 100.00% | 100.00% |
02.12.2024 | 10.62% | 0.09 CHF | 0.10 CHF | 2'629'000 | 32'000 | 2'611'890 | 32'000 | 235'070 CHF | 3'203 CHF | 100.00% | 100.00% |
29.11.2024 | 9.63% | 0.09 CHF | 0.10 CHF | 2'514'000 | 32'000 | 2'503'730 | 32'000 | 249'944 CHF | 3'518 CHF | 100.00% | 100.00% |
28.11.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 2'372'000 | 32'000 | 2'350'970 | 32'000 | 235'097 CHF | 3'523 CHF | 100.00% | 100.00% |
27.11.2024 | 9.36% | 0.10 CHF | 0.11 CHF | 2'361'000 | 32'000 | 2'334'670 | 32'000 | 240'424 CHF | 3'619 CHF | 100.00% | 100.00% |
26.11.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 2'457'000 | 32'000 | 2'434'600 | 32'000 | 246'962 CHF | 3'569 CHF | 100.00% | 100.00% |
25.11.2024 | 9.62% | 0.10 CHF | 0.11 CHF | 2'534'000 | 32'000 | 2'510'870 | 32'000 | 250'906 CHF | 3'521 CHF | 100.00% | 100.00% |
22.11.2024 | 9.72% | 0.10 CHF | 0.11 CHF | 2'228'000 | 32'000 | 2'209'760 | 32'000 | 218'781 CHF | 3'492 CHF | 100.00% | 100.00% |
20.11.2024 | 8.85% | 0.11 CHF | 0.12 CHF | 2'161'000 | 32'000 | 2'132'390 | 32'000 | 232'629 CHF | 3'815 CHF | 100.00% | 100.00% |
19.11.2024 | 8.53% | 0.11 CHF | 0.12 CHF | 2'371'000 | 32'000 | 2'345'220 | 32'000 | 266'152 CHF | 3'956 CHF | 100.00% | 100.00% |