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 | 6.01% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 301'916 | 49'281 | 49'746 CHF | 8'623 CHF | 100.00% | 100.00% |
02.12.2024 | 5.88% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 309'786 | 75'000 | 51'098 CHF | 13'133 CHF | 100.00% | 100.00% |
29.11.2024 | 6.46% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 340'373 | 75'000 | 50'979 CHF | 11'986 CHF | 100.00% | 100.00% |
28.11.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 321'942 | 75'000 | 51'167 CHF | 12'677 CHF | 100.00% | 100.00% |
27.11.2024 | 6.91% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 361'063 | 50'000 | 50'461 CHF | 7'493 CHF | 99.56% | 99.56% |
26.11.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 298'869 | 50'000 | 50'935 CHF | 9'028 CHF | 100.00% | 100.00% |
25.11.2024 | 6.07% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 320'448 | 75'000 | 51'180 CHF | 12'733 CHF | 99.12% | 99.12% |
22.11.2024 | 6.45% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 339'595 | 75'000 | 50'962 CHF | 12'015 CHF | 100.00% | 100.00% |
20.11.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 395'472 | 75'000 | 50'636 CHF | 10'363 CHF | 100.00% | 100.00% |
19.11.2024 | 7.57% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 397'816 | 75'000 | 50'595 CHF | 10'305 CHF | 99.99% | 99.99% |