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 | 3.90% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 195'278 | 49'281 | 49'677 CHF | 13'030 CHF | 100.00% | 100.00% |
02.12.2024 | 3.85% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 199'907 | 75'000 | 50'905 CHF | 19'849 CHF | 100.00% | 100.00% |
29.11.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 215'148 | 75'000 | 50'503 CHF | 18'364 CHF | 100.00% | 100.00% |
28.11.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 204'581 | 75'000 | 50'180 CHF | 19'157 CHF | 100.00% | 100.00% |
27.11.2024 | 4.42% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 228'704 | 50'000 | 50'581 CHF | 11'565 CHF | 99.56% | 99.56% |
26.11.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 197'171 | 50'000 | 51'645 CHF | 13'602 CHF | 100.00% | 100.00% |
25.11.2024 | 4.01% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 205'956 | 75'000 | 50'290 CHF | 19'073 CHF | 99.12% | 99.12% |
22.11.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 216'318 | 75'000 | 50'508 CHF | 18'276 CHF | 99.99% | 99.99% |
20.11.2024 | 4.86% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 250'859 | 75'000 | 50'323 CHF | 15'813 CHF | 100.00% | 100.00% |
19.11.2024 | 4.83% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 250'407 | 75'000 | 50'612 CHF | 15'947 CHF | 99.99% | 99.99% |