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 | 2.35% | 0.43 CHF | 0.44 CHF | 460'000 | 460'000 | 117'516 | 117'516 | 50'483 CHF | 51'668 CHF | 100.00% | 100.00% |
02.12.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 460'000 | 460'000 | 203'235 | 203'235 | 88'186 CHF | 90'227 CHF | 99.90% | 99.90% |
29.11.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 450'000 | 450'000 | 202'633 | 202'633 | 88'296 CHF | 90'331 CHF | 100.00% | 100.00% |
28.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 190'000 | 190'000 | 152'413 | 152'413 | 65'168 CHF | 66'692 CHF | 97.04% | 100.00% |
27.11.2024 | 4.25% | 0.44 CHF | 0.46 CHF | 230'000 | 230'000 | 109'535 | 109'535 | 48'878 CHF | 50'993 CHF | 99.90% | 99.90% |
26.11.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 460'000 | 460'000 | 206'750 | 206'750 | 87'652 CHF | 89'729 CHF | 100.00% | 100.00% |
25.11.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 490'000 | 490'000 | 220'378 | 220'378 | 88'579 CHF | 90'793 CHF | 100.00% | 100.00% |
22.11.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 470'000 | 470'000 | 208'867 | 208'867 | 79'543 CHF | 81'641 CHF | 100.00% | 100.00% |
20.11.2024 | 2.27% | 0.46 CHF | 0.47 CHF | 450'000 | 450'000 | 202'389 | 202'389 | 90'878 CHF | 92'910 CHF | 99.90% | 99.90% |
19.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 440'000 | 440'000 | 192'909 | 192'909 | 87'642 CHF | 89'580 CHF | 100.00% | 100.00% |