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 | 5.87% | 0.16 CHF | 0.17 CHF | 430'000 | 430'000 | 110'791 | 110'791 | 18'389 CHF | 19'506 CHF | 100.00% | 100.00% |
02.12.2024 | 5.61% | 0.16 CHF | 0.17 CHF | 430'000 | 430'000 | 188'725 | 188'725 | 32'721 CHF | 34'616 CHF | 99.65% | 99.65% |
29.11.2024 | 5.67% | 0.18 CHF | 0.19 CHF | 430'000 | 430'000 | 192'688 | 192'688 | 34'009 CHF | 35'945 CHF | 100.00% | 100.00% |
28.11.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 180'000 | 180'000 | 143'123 | 143'123 | 23'973 CHF | 25'404 CHF | 97.04% | 100.00% |
27.11.2024 | 9.78% | 0.18 CHF | 0.20 CHF | 225'000 | 225'000 | 107'207 | 107'207 | 20'229 CHF | 22'297 CHF | 99.90% | 99.90% |
26.11.2024 | 5.95% | 0.15 CHF | 0.16 CHF | 460'000 | 460'000 | 206'747 | 206'747 | 33'914 CHF | 35'991 CHF | 100.00% | 100.00% |
25.11.2024 | 7.13% | 0.14 CHF | 0.15 CHF | 520'000 | 520'000 | 229'472 | 229'472 | 32'736 CHF | 35'040 CHF | 99.82% | 99.82% |
22.11.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 460'000 | 460'000 | 206'687 | 206'687 | 25'474 CHF | 27'550 CHF | 99.71% | 99.71% |
20.11.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 440'000 | 440'000 | 194'990 | 194'990 | 37'906 CHF | 39'864 CHF | 99.90% | 99.90% |
19.11.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 420'000 | 420'000 | 186'251 | 186'251 | 37'364 CHF | 39'235 CHF | 100.00% | 100.00% |