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 | 2.66% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 136'461 | 49'281 | 51'322 CHF | 19'028 CHF | 100.00% | 100.00% |
02.12.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 139'176 | 75'000 | 52'246 CHF | 28'911 CHF | 100.00% | 100.00% |
29.11.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 149'481 | 75'000 | 52'202 CHF | 26'945 CHF | 100.00% | 100.00% |
28.11.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 140'623 | 75'000 | 51'242 CHF | 28'084 CHF | 100.00% | 100.00% |
27.11.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 155'999 | 50'000 | 51'939 CHF | 17'157 CHF | 99.55% | 99.55% |
26.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 135'761 | 50'000 | 52'178 CHF | 19'729 CHF | 100.00% | 100.00% |
25.11.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 140'121 | 75'000 | 50'815 CHF | 27'950 CHF | 99.12% | 99.12% |
22.11.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 149'608 | 75'000 | 51'652 CHF | 26'656 CHF | 100.00% | 100.00% |
20.11.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 171'514 | 75'000 | 52'114 CHF | 23'553 CHF | 100.00% | 100.00% |
19.11.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 172'424 | 75'000 | 52'344 CHF | 23'544 CHF | 99.99% | 99.99% |