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 | 1.78% | 0.57 CHF | 0.58 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 208'891 CHF | 70'880 CHF | 99.43% | 99.43% |
02.12.2024 | 2.36% | 0.48 CHF | 0.49 CHF | 375'000 | 125'000 | 375'000 | 125'000 | 157'410 CHF | 53'720 CHF | 98.54% | 98.54% |
29.11.2024 | 2.61% | 0.48 CHF | 0.49 CHF | 375'000 | 125'000 | 322'693 | 108'397 | 124'034 CHF | 42'746 CHF | 99.38% | 99.38% |
28.11.2024 | 2.40% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 123'727 CHF | 42'242 CHF | 98.34% | 98.34% |
27.11.2024 | 3.23% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 91'545 CHF | 31'515 CHF | 99.37% | 99.37% |
26.11.2024 | 2.63% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 112'903 CHF | 38'634 CHF | 97.47% | 97.47% |
25.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 129'598 CHF | 44'199 CHF | 99.37% | 99.37% |
22.11.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 106'847 CHF | 36'616 CHF | 99.37% | 99.37% |
20.11.2024 | 3.74% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 79'610 CHF | 27'537 CHF | 99.37% | 99.37% |
19.11.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 82'108 CHF | 28'369 CHF | 98.91% | 98.91% |