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 | 1.35% | 0.72 CHF | 0.73 CHF | 25'000 | 25'000 | 12'234 | 12'234 | 8'976 CHF | 9'098 CHF | 68.59% | 68.59% |
02.12.2024 | 1.32% | 0.70 CHF | 0.71 CHF | 80'000 | 25'000 | 38'704 | 12'914 | 28'753 CHF | 9'727 CHF | 59.45% | 59.45% |
29.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70'000 | 25'000 | 34'449 | 11'842 | 25'753 CHF | 8'972 CHF | 53.25% | 53.25% |
28.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 22'500 | 7'500 | 22'500 | 7'500 | 16'326 CHF | 5'517 CHF | 73.67% | 73.67% |
27.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 70'000 | 25'000 | 37'520 | 12'860 | 28'961 CHF | 10'055 CHF | 59.53% | 59.53% |
26.11.2024 | 1.37% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 65'886 | 22'378 | 47'645 CHF | 16'432 CHF | 52.57% | 52.57% |
25.11.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 39'015 | 52'274 CHF | 26'220 CHF | 39.64% | 39.64% |
22.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 89'306 | 36'043 | 53'918 CHF | 22'210 CHF | 49.08% | 49.08% |
20.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 70'826 | 32'683 | 54'878 CHF | 25'676 CHF | 60.23% | 60.23% |
19.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 71'171 | 35'886 | 56'272 CHF | 28'771 CHF | 56.56% | 56.56% |