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 | 4.87% | 0.20 CHF | 0.21 CHF | 929'400 | 929'400 | 242'168 | 242'168 | 48'947 CHF | 51'376 CHF | 100.00% | 100.00% |
02.12.2024 | 4.80% | 0.20 CHF | 0.21 CHF | 891'000 | 891'000 | 392'726 | 392'726 | 80'577 CHF | 84'512 CHF | 99.90% | 99.90% |
29.11.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 904'900 | 904'900 | 404'365 | 404'365 | 83'456 CHF | 87'507 CHF | 100.00% | 100.00% |
28.11.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 365'700 | 365'700 | 293'216 | 293'216 | 58'957 CHF | 61'889 CHF | 97.04% | 100.00% |
27.11.2024 | 8.76% | 0.21 CHF | 0.23 CHF | 474'350 | 474'350 | 220'461 | 220'461 | 46'661 CHF | 50'922 CHF | 99.90% | 99.90% |
26.11.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 944'400 | 944'400 | 419'591 | 419'591 | 84'054 CHF | 88'258 CHF | 100.00% | 100.00% |
25.11.2024 | 5.29% | 0.19 CHF | 0.20 CHF | 1'034'600 | 1'034'600 | 461'151 | 461'151 | 87'398 CHF | 92'018 CHF | 100.00% | 100.00% |
22.11.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 942'700 | 942'700 | 420'434 | 420'434 | 76'068 CHF | 80'281 CHF | 100.00% | 100.00% |
20.11.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 864'700 | 864'700 | 385'797 | 385'797 | 83'099 CHF | 86'965 CHF | 99.90% | 99.90% |
19.11.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 805'800 | 805'800 | 356'704 | 356'704 | 77'966 CHF | 81'539 CHF | 100.00% | 100.00% |