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 | 4.45% | 0.35 CHF | 0.36 CHF | 350'000 | 350'000 | 345'405 | 345'405 | 120'573 CHF | 125'784 CHF | 100.00% | 100.00% |
02.12.2024 | 4.45% | 0.35 CHF | 0.37 CHF | 350'000 | 350'000 | 345'406 | 345'406 | 120'666 CHF | 125'878 CHF | 100.00% | 100.00% |
29.11.2024 | 4.44% | 0.35 CHF | 0.36 CHF | 350'000 | 350'000 | 345'390 | 345'390 | 120'784 CHF | 125'995 CHF | 100.00% | 100.00% |
28.11.2024 | 4.44% | 0.35 CHF | 0.37 CHF | 180'000 | 180'000 | 309'828 | 309'828 | 108'429 CHF | 113'098 CHF | 100.00% | 100.00% |
27.11.2024 | 4.56% | 0.35 CHF | 0.36 CHF | 350'000 | 350'000 | 345'398 | 345'398 | 117'613 CHF | 122'825 CHF | 100.00% | 100.00% |
26.11.2024 | 4.52% | 0.35 CHF | 0.36 CHF | 350'000 | 350'000 | 345'410 | 345'410 | 118'736 CHF | 123'948 CHF | 100.00% | 100.00% |
25.11.2024 | 4.42% | 0.35 CHF | 0.36 CHF | 350'000 | 350'000 | 345'402 | 345'402 | 121'688 CHF | 126'899 CHF | 100.00% | 100.00% |
22.11.2024 | 4.24% | 0.37 CHF | 0.38 CHF | 350'000 | 350'000 | 345'399 | 345'399 | 126'751 CHF | 131'962 CHF | 100.00% | 100.00% |
20.11.2024 | 4.17% | 0.40 CHF | 0.41 CHF | 350'000 | 350'000 | 345'410 | 345'410 | 129'077 CHF | 134'289 CHF | 100.00% | 100.00% |
19.11.2024 | 4.17% | 0.38 CHF | 0.40 CHF | 350'000 | 350'000 | 345'392 | 345'392 | 129'031 CHF | 134'243 CHF | 100.00% | 100.00% |