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% | 0.46 CHF | 0.47 CHF | 350'000 | 350'000 | 345'403 | 345'403 | 158'762 CHF | 163'974 CHF | 100.00% | 100.00% |
02.12.2024 | 3.40% | 0.46 CHF | 0.48 CHF | 350'000 | 350'000 | 345'407 | 345'407 | 158'785 CHF | 163'996 CHF | 100.00% | 100.00% |
29.11.2024 | 3.39% | 0.46 CHF | 0.47 CHF | 350'000 | 350'000 | 345'390 | 345'390 | 159'023 CHF | 164'235 CHF | 100.00% | 100.00% |
28.11.2024 | 3.36% | 0.46 CHF | 0.48 CHF | 180'000 | 180'000 | 309'829 | 309'829 | 144'003 CHF | 148'672 CHF | 100.00% | 100.00% |
27.11.2024 | 3.46% | 0.46 CHF | 0.48 CHF | 350'000 | 350'000 | 345'398 | 345'398 | 156'100 CHF | 161'312 CHF | 100.00% | 100.00% |
26.11.2024 | 3.39% | 0.46 CHF | 0.48 CHF | 350'000 | 350'000 | 345'410 | 345'410 | 159'010 CHF | 164'222 CHF | 100.00% | 100.00% |
25.11.2024 | 3.32% | 0.46 CHF | 0.48 CHF | 350'000 | 350'000 | 345'399 | 345'399 | 162'789 CHF | 168'000 CHF | 100.00% | 100.00% |
22.11.2024 | 4.20% | 0.49 CHF | 0.51 CHF | 350'000 | 350'000 | 345'399 | 345'399 | 170'444 CHF | 177'393 CHF | 100.00% | 100.00% |
20.11.2024 | 4.07% | 0.54 CHF | 0.56 CHF | 350'000 | 350'000 | 345'410 | 345'410 | 176'392 CHF | 183'341 CHF | 100.00% | 100.00% |
19.11.2024 | 4.04% | 0.52 CHF | 0.54 CHF | 350'000 | 350'000 | 345'402 | 345'402 | 177'434 CHF | 184'383 CHF | 100.00% | 100.00% |