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 | 1.33% | 0.76 CHF | 0.77 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 279'712 CHF | 94'487 CHF | 99.43% | 99.43% |
02.12.2024 | 1.63% | 0.67 CHF | 0.68 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 228'246 CHF | 77'332 CHF | 98.53% | 98.53% |
29.11.2024 | 1.74% | 0.67 CHF | 0.68 CHF | 375'000 | 125'000 | 322'692 | 108'397 | 184'942 CHF | 63'205 CHF | 99.38% | 99.38% |
28.11.2024 | 1.65% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'509 CHF | 61'170 CHF | 98.32% | 98.32% |
27.11.2024 | 2.01% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'172 CHF | 50'391 CHF | 99.37% | 99.37% |
26.11.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'509 CHF | 57'503 CHF | 97.47% | 97.47% |
25.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'344 CHF | 63'115 CHF | 99.37% | 99.37% |
22.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'251 CHF | 55'417 CHF | 99.37% | 99.37% |
20.11.2024 | 2.18% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'354 CHF | 46'451 CHF | 99.37% | 99.37% |
19.11.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'698 CHF | 47'233 CHF | 98.90% | 98.90% |