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 | 4.00% | 0.25 CHF | 0.26 CHF | 400'000 | 400'000 | 102'690 | 102'690 | 25'411 CHF | 26'446 CHF | 100.00% | 100.00% |
02.12.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 400'000 | 400'000 | 175'582 | 175'582 | 44'842 CHF | 46'605 CHF | 99.39% | 99.39% |
29.11.2024 | 3.92% | 0.27 CHF | 0.28 CHF | 400'000 | 400'000 | 177'641 | 177'641 | 45'909 CHF | 47'694 CHF | 100.00% | 100.00% |
28.11.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 170'000 | 170'000 | 137'515 | 137'515 | 34'119 CHF | 35'494 CHF | 97.04% | 100.00% |
27.11.2024 | 6.90% | 0.26 CHF | 0.28 CHF | 205'000 | 205'000 | 96'626 | 96'626 | 26'190 CHF | 28'060 CHF | 99.90% | 99.90% |
26.11.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 420'000 | 420'000 | 188'161 | 188'161 | 45'831 CHF | 47'721 CHF | 100.00% | 100.00% |
25.11.2024 | 4.69% | 0.22 CHF | 0.23 CHF | 440'000 | 440'000 | 194'278 | 194'278 | 42'462 CHF | 44'413 CHF | 99.82% | 99.82% |
22.11.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 420'000 | 420'000 | 187'772 | 187'772 | 36'560 CHF | 38'446 CHF | 99.48% | 99.48% |
20.11.2024 | 3.70% | 0.28 CHF | 0.28 CHF | 400'000 | 400'000 | 176'780 | 176'780 | 48'507 CHF | 50'283 CHF | 99.90% | 99.90% |
19.11.2024 | 3.62% | 0.28 CHF | 0.28 CHF | 400'000 | 400'000 | 176'242 | 176'242 | 49'574 CHF | 51'344 CHF | 100.00% | 100.00% |