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 | 3.23% | 0.31 CHF | 0.32 CHF | 530'000 | 530'000 | 136'789 | 136'789 | 42'429 CHF | 43'808 CHF | 100.00% | 100.00% |
02.12.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 520'000 | 520'000 | 229'805 | 229'805 | 72'207 CHF | 74'515 CHF | 99.90% | 99.90% |
29.11.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 530'000 | 530'000 | 236'977 | 236'977 | 74'756 CHF | 77'136 CHF | 100.00% | 100.00% |
28.11.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 220'000 | 220'000 | 177'108 | 177'108 | 54'600 CHF | 56'371 CHF | 97.04% | 100.00% |
27.11.2024 | 5.83% | 0.32 CHF | 0.34 CHF | 270'000 | 270'000 | 127'956 | 127'956 | 41'349 CHF | 43'820 CHF | 99.90% | 99.90% |
26.11.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 540'000 | 540'000 | 241'521 | 241'521 | 73'368 CHF | 75'794 CHF | 100.00% | 100.00% |
25.11.2024 | 3.59% | 0.28 CHF | 0.30 CHF | 590'000 | 590'000 | 261'813 | 261'813 | 74'732 CHF | 77'362 CHF | 100.00% | 100.00% |
22.11.2024 | 3.79% | 0.27 CHF | 0.28 CHF | 550'000 | 550'000 | 243'656 | 243'656 | 65'141 CHF | 67'588 CHF | 100.00% | 100.00% |
20.11.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 520'000 | 520'000 | 229'790 | 229'790 | 75'235 CHF | 77'542 CHF | 99.90% | 99.90% |
19.11.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 500'000 | 500'000 | 221'012 | 221'012 | 73'262 CHF | 75'483 CHF | 100.00% | 100.00% |