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 | 5.34% | 0.29 CHF | 0.31 CHF | 350'000 | 350'000 | 345'404 | 345'404 | 100'167 CHF | 105'379 CHF | 100.00% | 100.00% |
02.12.2024 | 5.33% | 0.29 CHF | 0.31 CHF | 350'000 | 350'000 | 345'408 | 345'408 | 100'225 CHF | 105'437 CHF | 100.00% | 100.00% |
29.11.2024 | 5.34% | 0.29 CHF | 0.31 CHF | 350'000 | 350'000 | 345'390 | 345'390 | 100'188 CHF | 105'400 CHF | 100.00% | 100.00% |
28.11.2024 | 5.28% | 0.29 CHF | 0.31 CHF | 180'000 | 180'000 | 309'829 | 309'829 | 90'938 CHF | 95'606 CHF | 100.00% | 100.00% |
27.11.2024 | 5.43% | 0.29 CHF | 0.31 CHF | 350'000 | 350'000 | 345'398 | 345'398 | 98'437 CHF | 103'649 CHF | 100.00% | 100.00% |
26.11.2024 | 5.43% | 0.28 CHF | 0.30 CHF | 350'000 | 350'000 | 345'410 | 345'410 | 98'417 CHF | 103'629 CHF | 100.00% | 100.00% |
25.11.2024 | 5.30% | 0.28 CHF | 0.30 CHF | 350'000 | 350'000 | 345'400 | 345'400 | 100'988 CHF | 106'200 CHF | 100.00% | 100.00% |
22.11.2024 | 5.15% | 0.30 CHF | 0.32 CHF | 350'000 | 350'000 | 345'399 | 345'399 | 103'790 CHF | 109'002 CHF | 100.00% | 100.00% |
20.11.2024 | 5.12% | 0.32 CHF | 0.34 CHF | 350'000 | 350'000 | 345'410 | 345'410 | 104'562 CHF | 109'774 CHF | 100.00% | 100.00% |
19.11.2024 | 5.14% | 0.31 CHF | 0.32 CHF | 350'000 | 350'000 | 345'390 | 345'390 | 104'095 CHF | 109'307 CHF | 100.00% | 100.00% |