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 | 4.15% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 223'877 | 223'877 | 52'847 CHF | 55'085 CHF | 100.00% | 100.00% |
02.12.2024 | 4.19% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 227'430 | 227'427 | 53'125 CHF | 55'399 CHF | 100.00% | 100.00% |
29.11.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 252'865 | 252'865 | 51'086 CHF | 53'615 CHF | 100.00% | 100.00% |
28.11.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 244'945 | 244'946 | 53'105 CHF | 55'554 CHF | 100.00% | 100.00% |
27.11.2024 | 5.41% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 294'685 | 294'700 | 52'983 CHF | 55'933 CHF | 100.00% | 100.00% |
26.11.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 205'099 | 205'101 | 51'929 CHF | 53'980 CHF | 99.96% | 99.96% |
25.11.2024 | 4.42% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 243'722 | 243'722 | 53'964 CHF | 56'401 CHF | 99.14% | 99.14% |
22.11.2024 | 4.94% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 264'964 | 264'966 | 52'294 CHF | 54'944 CHF | 100.00% | 100.00% |
20.11.2024 | 6.56% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 354'552 | 354'555 | 52'261 CHF | 55'807 CHF | 99.30% | 99.30% |
19.11.2024 | 6.47% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 347'920 | 347'920 | 52'057 CHF | 55'537 CHF | 99.84% | 99.84% |