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 | 2.62% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 137'864 | 100'000 | 52'023 CHF | 38'766 CHF | 100.00% | 100.00% |
02.12.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 189'538 | 100'000 | 50'678 CHF | 27'811 CHF | 93.66% | 93.66% |
29.11.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 199'762 | 100'000 | 50'960 CHF | 26'512 CHF | 91.75% | 91.75% |
28.11.2024 | 5.84% | 0.26 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'865 CHF | 13'639 CHF | 100.00% | 100.00% |
27.11.2024 | 6.15% | 0.24 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'927 CHF | 12'682 CHF | 99.55% | 99.55% |
26.11.2024 | 6.89% | 0.27 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'231 CHF | 12'025 CHF | 96.35% | 96.35% |
25.11.2024 | 2.69% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 139'857 | 100'000 | 51'233 CHF | 37'662 CHF | 100.00% | 100.00% |
22.11.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 152'317 | 100'000 | 51'633 CHF | 34'963 CHF | 99.98% | 99.98% |
20.11.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 150'021 | 100'000 | 51'671 CHF | 35'496 CHF | 98.98% | 98.98% |
19.11.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 177'159 | 100'000 | 51'499 CHF | 30'090 CHF | 100.00% | 100.00% |