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 | 9.59% | 0.10 CHF | 0.11 CHF | 550'000 | 550'000 | 139'900 | 139'900 | 13'966 CHF | 15'376 CHF | 100.00% | 100.00% |
02.12.2024 | 8.91% | 0.09 CHF | 0.10 CHF | 510'000 | 510'000 | 225'273 | 225'273 | 24'007 CHF | 26'270 CHF | 99.90% | 99.90% |
29.11.2024 | 9.05% | 0.11 CHF | 0.12 CHF | 520'000 | 520'000 | 230'985 | 230'985 | 24'880 CHF | 27'200 CHF | 100.00% | 100.00% |
28.11.2024 | 9.27% | 0.10 CHF | 0.11 CHF | 220'000 | 220'000 | 177'120 | 177'120 | 18'249 CHF | 20'020 CHF | 97.04% | 100.00% |
27.11.2024 | 15.23% | 0.11 CHF | 0.13 CHF | 295'000 | 295'000 | 138'364 | 138'364 | 16'361 CHF | 19'034 CHF | 99.90% | 99.90% |
26.11.2024 | 9.36% | 0.09 CHF | 0.10 CHF | 580'000 | 580'000 | 257'703 | 257'703 | 26'074 CHF | 28'662 CHF | 100.00% | 100.00% |
25.11.2024 | 11.48% | 0.09 CHF | 0.10 CHF | 750'000 | 750'000 | 331'355 | 331'355 | 28'712 CHF | 32'041 CHF | 100.00% | 100.00% |
22.11.2024 | 13.12% | 0.07 CHF | 0.08 CHF | 590'000 | 590'000 | 262'222 | 262'222 | 19'235 CHF | 21'868 CHF | 100.00% | 100.00% |
20.11.2024 | 7.72% | 0.13 CHF | 0.14 CHF | 520'000 | 520'000 | 230'173 | 230'173 | 29'597 CHF | 31'908 CHF | 99.90% | 99.90% |
19.11.2024 | 7.50% | 0.13 CHF | 0.14 CHF | 470'000 | 470'000 | 208'881 | 208'881 | 27'872 CHF | 29'971 CHF | 100.00% | 100.00% |