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 | 3.40% | 0.31 CHF | 0.32 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 144'771 CHF | 29'954 CHF | 99.27% | 99.27% |
02.12.2024 | 4.74% | 0.22 CHF | 0.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 103'429 CHF | 21'686 CHF | 99.18% | 99.18% |
29.11.2024 | 4.89% | 0.21 CHF | 0.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 99'795 CHF | 20'959 CHF | 99.27% | 99.27% |
28.11.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 100'664 CHF | 21'133 CHF | 99.27% | 99.27% |
27.11.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 500'000 | 100'000 | 500'000 | 99'998 | 92'729 CHF | 19'545 CHF | 99.27% | 99.27% |
26.11.2024 | 5.61% | 0.21 CHF | 0.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 87'303 CHF | 18'461 CHF | 98.88% | 98.88% |
25.11.2024 | 3.48% | 0.31 CHF | 0.32 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 141'161 CHF | 29'232 CHF | 99.27% | 99.27% |
22.11.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 130'623 CHF | 27'125 CHF | 99.26% | 99.26% |
20.11.2024 | 3.72% | 0.25 CHF | 0.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 132'255 CHF | 27'451 CHF | 99.27% | 99.27% |
19.11.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 113'046 CHF | 23'609 CHF | 99.27% | 99.27% |