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 | 2.97% | 0.34 CHF | 0.35 CHF | 400'000 | 400'000 | 101'521 | 101'521 | 34'182 CHF | 35'205 CHF | 100.00% | 100.00% |
02.12.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 400'000 | 400'000 | 176'405 | 176'405 | 60'877 CHF | 62'649 CHF | 99.90% | 99.90% |
29.11.2024 | 2.93% | 0.36 CHF | 0.37 CHF | 400'000 | 400'000 | 176'234 | 176'234 | 61'244 CHF | 63'014 CHF | 100.00% | 100.00% |
28.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 160'000 | 160'000 | 128'349 | 128'349 | 43'203 CHF | 44'486 CHF | 97.04% | 100.00% |
27.11.2024 | 5.23% | 0.35 CHF | 0.37 CHF | 200'000 | 200'000 | 92'814 | 92'814 | 33'482 CHF | 35'276 CHF | 99.90% | 99.90% |
26.11.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 400'000 | 400'000 | 176'244 | 176'244 | 58'624 CHF | 60'394 CHF | 100.00% | 100.00% |
25.11.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 410'000 | 410'000 | 186'115 | 186'115 | 57'174 CHF | 59'042 CHF | 99.95% | 99.95% |
22.11.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 410'000 | 410'000 | 185'985 | 185'985 | 52'535 CHF | 54'403 CHF | 99.91% | 99.91% |
20.11.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 390'000 | 390'000 | 174'578 | 174'578 | 63'395 CHF | 65'148 CHF | 99.90% | 99.90% |
19.11.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 400'000 | 400'000 | 174'329 | 174'329 | 64'483 CHF | 66'234 CHF | 100.00% | 100.00% |