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 | 2.27% | 0.44 CHF | 0.45 CHF | 340'000 | 340'000 | 88'168 | 88'168 | 39'055 CHF | 39'943 CHF | 100.00% | 100.00% |
02.12.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 330'000 | 330'000 | 147'786 | 147'786 | 66'145 CHF | 67'629 CHF | 99.90% | 99.90% |
29.11.2024 | 2.28% | 0.46 CHF | 0.47 CHF | 330'000 | 330'000 | 151'685 | 151'685 | 67'991 CHF | 69'514 CHF | 100.00% | 100.00% |
28.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 140'000 | 140'000 | 113'593 | 113'593 | 49'638 CHF | 50'774 CHF | 97.04% | 100.00% |
27.11.2024 | 4.14% | 0.45 CHF | 0.47 CHF | 175'000 | 175'000 | 82'382 | 82'382 | 37'879 CHF | 39'470 CHF | 99.90% | 99.90% |
26.11.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 350'000 | 350'000 | 155'523 | 155'523 | 66'666 CHF | 68'228 CHF | 100.00% | 100.00% |
25.11.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 390'000 | 390'000 | 174'127 | 174'127 | 69'465 CHF | 71'215 CHF | 100.00% | 100.00% |
22.11.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 350'000 | 350'000 | 155'518 | 155'518 | 58'008 CHF | 59'570 CHF | 100.00% | 100.00% |
20.11.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 320'000 | 320'000 | 141'980 | 141'980 | 66'934 CHF | 68'360 CHF | 99.90% | 99.90% |
19.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 310'000 | 310'000 | 135'755 | 135'755 | 64'783 CHF | 66'147 CHF | 100.00% | 100.00% |