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 | 2.75% | 0.37 CHF | 0.38 CHF | 490'000 | 490'000 | 126'544 | 126'544 | 46'433 CHF | 47'708 CHF | 100.00% | 100.00% |
02.12.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 480'000 | 480'000 | 211'206 | 211'206 | 78'316 CHF | 80'437 CHF | 99.90% | 99.90% |
29.11.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 480'000 | 480'000 | 214'804 | 214'804 | 79'949 CHF | 82'107 CHF | 100.00% | 100.00% |
28.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 162'875 | 162'875 | 59'452 CHF | 61'080 CHF | 97.04% | 100.00% |
27.11.2024 | 4.95% | 0.38 CHF | 0.40 CHF | 245'000 | 245'000 | 117'024 | 117'024 | 44'696 CHF | 46'955 CHF | 99.90% | 99.90% |
26.11.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 500'000 | 500'000 | 222'928 | 222'928 | 80'349 CHF | 82'589 CHF | 100.00% | 100.00% |
25.11.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 530'000 | 530'000 | 236'559 | 236'559 | 80'653 CHF | 83'029 CHF | 100.00% | 100.00% |
22.11.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 500'000 | 500'000 | 222'921 | 222'921 | 71'535 CHF | 73'774 CHF | 100.00% | 100.00% |
20.11.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 470'000 | 470'000 | 209'374 | 209'374 | 80'737 CHF | 82'839 CHF | 99.90% | 99.90% |
19.11.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 460'000 | 460'000 | 206'739 | 206'739 | 80'640 CHF | 82'717 CHF | 100.00% | 100.00% |