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 | 8.55% | 0.15 CHF | 0.16 CHF | 353'672 | 50'000 | 155'171 | 45'162 | 22'673 CHF | 7'136 CHF | 14.86% | 14.86% |
02.12.2024 | 6.87% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 338'301 | 75'000 | 50'941 CHF | 12'117 CHF | 46.41% | 46.41% |
29.11.2024 | 8.92% | 0.13 CHF | 0.14 CHF | 403'461 | 75'000 | 404'005 | 75'000 | 48'721 CHF | 9'893 CHF | 9.93% | 9.93% |
28.11.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 364'060 | 75'000 | 50'722 CHF | 11'289 CHF | 61.99% | 61.99% |
27.11.2024 | 9.73% | 0.09 CHF | 0.10 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 15'701 CHF | 5'767 CHF | 99.55% | 99.55% |
26.11.2024 | 6.20% | 0.15 CHF | 0.16 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 24'641 CHF | 8'738 CHF | 100.00% | 100.00% |
25.11.2024 | 7.17% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 362'306 | 75'000 | 50'554 CHF | 11'267 CHF | 98.82% | 98.82% |
22.11.2024 | 8.02% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 388'347 | 75'000 | 50'396 CHF | 10'554 CHF | 35.89% | 35.89% |
20.11.2024 | 10.71% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 498'607 | 75'000 | 46'279 CHF | 7'747 CHF | 100.00% | 100.00% |
19.11.2024 | 10.34% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 498'374 | 75'000 | 46'154 CHF | 7'700 CHF | 99.99% | 99.99% |