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 | 6.00% | 0.17 CHF | 0.18 CHF | 1'116'900 | 1'116'900 | 291'033 | 291'033 | 48'382 CHF | 51'302 CHF | 100.00% | 100.00% |
02.12.2024 | 6.11% | 0.17 CHF | 0.18 CHF | 1'223'400 | 1'223'400 | 539'279 | 539'279 | 88'389 CHF | 93'791 CHF | 99.90% | 99.90% |
29.11.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 1'158'300 | 1'158'300 | 517'542 | 517'542 | 83'453 CHF | 88'638 CHF | 100.00% | 100.00% |
28.11.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 468'100 | 468'100 | 375'316 | 375'316 | 62'088 CHF | 65'842 CHF | 97.04% | 100.00% |
27.11.2024 | 11.56% | 0.16 CHF | 0.18 CHF | 532'300 | 532'300 | 247'399 | 247'399 | 38'906 CHF | 43'688 CHF | 99.90% | 99.90% |
26.11.2024 | 5.90% | 0.18 CHF | 0.19 CHF | 1'101'400 | 1'101'400 | 489'307 | 489'307 | 82'956 CHF | 87'858 CHF | 100.00% | 100.00% |
25.11.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 955'000 | 955'000 | 425'758 | 425'758 | 77'024 CHF | 81'290 CHF | 100.00% | 100.00% |
22.11.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 1'096'300 | 1'096'300 | 488'929 | 488'929 | 94'463 CHF | 99'361 CHF | 100.00% | 100.00% |
20.11.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 1'161'500 | 1'161'500 | 518'177 | 518'177 | 83'393 CHF | 88'585 CHF | 99.90% | 99.90% |
19.11.2024 | 6.23% | 0.16 CHF | 0.17 CHF | 1'325'000 | 1'325'000 | 586'510 | 586'510 | 92'816 CHF | 98'692 CHF | 100.00% | 100.00% |