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 | 2.98% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 156'888 | 100'000 | 51'816 CHF | 34'066 CHF | 98.95% | 98.95% |
02.12.2024 | 4.48% | 0.23 CHF | 0.24 CHF | 202'823 | 100'000 | 203'034 | 100'000 | 44'510 CHF | 22'933 CHF | 100.00% | 100.00% |
29.11.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 202'163 | 100'000 | 202'862 | 100'000 | 42'117 CHF | 21'762 CHF | 100.00% | 100.00% |
28.11.2024 | 7.00% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'520 CHF | 11'278 CHF | 100.00% | 100.00% |
27.11.2024 | 7.20% | 0.19 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'589 CHF | 10'305 CHF | 99.55% | 99.55% |
26.11.2024 | 8.67% | 0.22 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'871 CHF | 9'668 CHF | 96.35% | 96.35% |
25.11.2024 | 3.09% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 163'312 | 100'000 | 52'040 CHF | 32'911 CHF | 100.00% | 100.00% |
22.11.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 173'027 | 100'000 | 51'439 CHF | 30'756 CHF | 74.10% | 74.10% |
20.11.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 173'597 | 100'000 | 51'553 CHF | 30'743 CHF | 98.98% | 98.98% |
19.11.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 199'840 | 100'000 | 200'293 | 100'000 | 48'586 CHF | 25'259 CHF | 37.66% | 37.66% |