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 | 2.98% | 0.69 CHF | 0.71 CHF | 350'000 | 350'000 | 345'406 | 345'406 | 241'471 CHF | 248'420 CHF | 100.00% | 100.00% |
02.12.2024 | 2.98% | 0.70 CHF | 0.72 CHF | 350'000 | 350'000 | 345'401 | 345'401 | 241'942 CHF | 248'891 CHF | 100.00% | 100.00% |
29.11.2024 | 2.97% | 0.70 CHF | 0.72 CHF | 350'000 | 350'000 | 345'390 | 345'390 | 242'654 CHF | 249'603 CHF | 100.00% | 100.00% |
28.11.2024 | 2.94% | 0.71 CHF | 0.73 CHF | 180'000 | 180'000 | 309'828 | 309'828 | 219'958 CHF | 226'182 CHF | 100.00% | 100.00% |
27.11.2024 | 3.02% | 0.70 CHF | 0.72 CHF | 350'000 | 350'000 | 345'398 | 345'398 | 238'394 CHF | 245'343 CHF | 100.00% | 100.00% |
26.11.2024 | 2.93% | 0.72 CHF | 0.74 CHF | 350'000 | 350'000 | 345'412 | 345'412 | 245'888 CHF | 252'837 CHF | 100.00% | 100.00% |
25.11.2024 | 2.88% | 0.71 CHF | 0.73 CHF | 350'000 | 350'000 | 345'403 | 345'403 | 250'403 CHF | 257'352 CHF | 100.00% | 100.00% |
22.11.2024 | 2.67% | 0.76 CHF | 0.78 CHF | 350'000 | 350'000 | 345'400 | 345'400 | 270'302 CHF | 277'251 CHF | 100.00% | 100.00% |
20.11.2024 | 2.56% | 0.86 CHF | 0.88 CHF | 350'000 | 350'000 | 345'406 | 345'406 | 282'634 CHF | 289'583 CHF | 100.00% | 100.00% |
19.11.2024 | 2.52% | 0.83 CHF | 0.85 CHF | 350'000 | 350'000 | 345'393 | 345'393 | 286'240 CHF | 293'189 CHF | 100.00% | 100.00% |