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 | 7.41% | 0.15 CHF | 0.16 CHF | 160'000 | 160'000 | 160'013 | 160'013 | 20'872 CHF | 22'472 CHF | 100.00% | 100.00% |
02.12.2024 | 14.82% | 0.07 CHF | 0.08 CHF | 180'000 | 180'000 | 182'008 | 182'008 | 11'513 CHF | 13'333 CHF | 100.00% | 100.00% |
29.11.2024 | 16.30% | 0.06 CHF | 0.07 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 10'160 CHF | 11'960 CHF | 99.99% | 99.99% |
28.11.2024 | 15.70% | 0.06 CHF | 0.07 CHF | 190'000 | 190'000 | 192'769 | 192'769 | 11'334 CHF | 13'261 CHF | 98.70% | 98.70% |
27.11.2024 | 17.80% | 0.05 CHF | 0.06 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 9'255 CHF | 11'055 CHF | 100.00% | 100.00% |
26.11.2024 | 18.69% | 0.07 CHF | 0.08 CHF | 140'000 | 140'000 | 140'165 | 140'165 | 6'956 CHF | 8'358 CHF | 100.00% | 100.00% |
25.11.2024 | 7.73% | 0.15 CHF | 0.16 CHF | 140'000 | 140'000 | 145'734 | 145'734 | 18'154 CHF | 19'611 CHF | 100.00% | 100.00% |
22.11.2024 | 8.86% | 0.11 CHF | 0.12 CHF | 150'000 | 150'000 | 151'669 | 151'669 | 16'437 CHF | 17'954 CHF | 99.75% | 99.75% |
20.11.2024 | 8.37% | 0.10 CHF | 0.11 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 18'385 CHF | 19'985 CHF | 100.00% | 100.00% |
19.11.2024 | 11.20% | 0.09 CHF | 0.10 CHF | 160'000 | 160'000 | 159'994 | 159'994 | 13'506 CHF | 15'106 CHF | 99.78% | 99.78% |