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 | 3.33% | 0.61 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'533 CHF | 31'320 CHF | 92.00% | 92.00% |
02.12.2024 | 3.43% | 0.62 CHF | 0.65 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'822 CHF | 46'414 CHF | 91.54% | 91.54% |
29.11.2024 | 3.62% | 0.57 CHF | 0.59 CHF | 90'000 | 75'000 | 92'278 | 75'000 | 51'451 CHF | 43'381 CHF | 100.00% | 100.00% |
28.11.2024 | 3.49% | 0.57 CHF | 0.59 CHF | 90'000 | 75'000 | 90'176 | 75'000 | 52'215 CHF | 44'974 CHF | 97.84% | 97.84% |
27.11.2024 | 3.89% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'816 CHF | 27'454 CHF | 99.56% | 99.56% |
26.11.2024 | 3.34% | 0.60 CHF | 0.63 CHF | 90'000 | 50'000 | 87'089 | 50'000 | 53'639 CHF | 31'867 CHF | 100.00% | 100.00% |
25.11.2024 | 3.52% | 0.61 CHF | 0.63 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'068 CHF | 44'946 CHF | 99.12% | 99.12% |
22.11.2024 | 3.74% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 96'818 | 75'000 | 52'604 CHF | 42'345 CHF | 99.99% | 99.99% |
20.11.2024 | 4.31% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 111'967 | 75'000 | 52'525 CHF | 36'785 CHF | 100.00% | 100.00% |
19.11.2024 | 3.15% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 112'779 | 75'000 | 52'645 CHF | 36'198 CHF | 99.99% | 99.99% |