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 | 5.71% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 138'321 | 49'281 | 50'105 CHF | 18'892 CHF | 100.00% | 100.00% |
02.12.2024 | 5.67% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 144'385 | 75'000 | 51'711 CHF | 28'454 CHF | 100.00% | 100.00% |
29.11.2024 | 6.29% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 161'361 | 75'000 | 51'748 CHF | 25'621 CHF | 100.00% | 100.00% |
28.11.2024 | 5.82% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 153'190 | 75'000 | 52'191 CHF | 27'112 CHF | 100.00% | 100.00% |
27.11.2024 | 6.46% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 176'627 | 50'000 | 51'674 CHF | 15'626 CHF | 99.56% | 99.56% |
26.11.2024 | 5.38% | 0.36 CHF | 0.39 CHF | 140'000 | 50'000 | 137'406 | 50'000 | 51'657 CHF | 19'850 CHF | 100.00% | 100.00% |
25.11.2024 | 5.85% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 151'587 | 75'000 | 51'625 CHF | 27'101 CHF | 98.82% | 98.82% |
22.11.2024 | 4.40% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 166'048 | 75'000 | 51'665 CHF | 24'431 CHF | 99.98% | 99.98% |
20.11.2024 | 4.12% | 0.22 CHF | 0.23 CHF | 230'000 | 75'000 | 203'860 | 75'000 | 51'020 CHF | 19'620 CHF | 100.00% | 100.00% |
19.11.2024 | 3.98% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 207'158 | 75'000 | 51'105 CHF | 19'326 CHF | 99.99% | 99.99% |