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 | 15.74% | 0.06 CHF | 0.07 CHF | 780'000 | 780'000 | 199'929 | 199'929 | 11'892 CHF | 13'907 CHF | 100.00% | 100.00% |
02.12.2024 | 14.46% | 0.06 CHF | 0.07 CHF | 720'000 | 720'000 | 316'715 | 316'715 | 20'144 CHF | 23'324 CHF | 99.90% | 99.90% |
29.11.2024 | 14.66% | 0.06 CHF | 0.07 CHF | 780'000 | 780'000 | 348'638 | 348'638 | 22'187 CHF | 25'689 CHF | 100.00% | 100.00% |
28.11.2024 | 14.87% | 0.06 CHF | 0.07 CHF | 320'000 | 320'000 | 256'713 | 256'713 | 16'014 CHF | 18'581 CHF | 97.04% | 100.00% |
27.11.2024 | 24.21% | 0.07 CHF | 0.09 CHF | 390'000 | 390'000 | 183'646 | 183'646 | 13'058 CHF | 16'605 CHF | 99.90% | 99.90% |
26.11.2024 | 15.02% | 0.05 CHF | 0.06 CHF | 790'000 | 790'000 | 350'350 | 350'350 | 21'205 CHF | 24'724 CHF | 100.00% | 100.00% |
25.11.2024 | 18.33% | 0.05 CHF | 0.06 CHF | 800'000 | 800'000 | 352'046 | 352'046 | 18'263 CHF | 21'799 CHF | 100.00% | 100.00% |
22.11.2024 | 20.92% | 0.04 CHF | 0.05 CHF | 800'000 | 800'000 | 352'496 | 352'496 | 15'481 CHF | 19'022 CHF | 100.00% | 100.00% |
20.11.2024 | 11.87% | 0.08 CHF | 0.09 CHF | 720'000 | 720'000 | 318'375 | 318'375 | 26'022 CHF | 29'219 CHF | 99.90% | 99.90% |
19.11.2024 | 11.50% | 0.08 CHF | 0.09 CHF | 590'000 | 590'000 | 262'231 | 262'231 | 22'315 CHF | 24'950 CHF | 100.00% | 100.00% |