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 | 5.16% | 0.19 CHF | 0.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 14'151 CHF | 14'901 CHF | 100.00% | 100.00% |
02.12.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 14'305 CHF | 15'055 CHF | 100.00% | 100.00% |
29.11.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 14'338 CHF | 15'088 CHF | 100.00% | 100.00% |
28.11.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 40'000 | 40'000 | 67'364 | 67'364 | 13'036 CHF | 13'710 CHF | 100.00% | 100.00% |
27.11.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 14'451 CHF | 15'201 CHF | 100.00% | 100.00% |
26.11.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 14'427 CHF | 15'177 CHF | 100.00% | 100.00% |
25.11.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 14'569 CHF | 15'319 CHF | 100.00% | 100.00% |
22.11.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 15'815 CHF | 16'565 CHF | 100.00% | 100.00% |
20.11.2024 | 4.79% | 0.22 CHF | 0.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 15'301 CHF | 16'051 CHF | 100.00% | 100.00% |
19.11.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 15'784 CHF | 16'534 CHF | 100.00% | 100.00% |