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 | 2.37% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 124'272 | 100'000 | 51'855 CHF | 42'766 CHF | 100.00% | 100.00% |
02.12.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 168'833 | 100'000 | 51'802 CHF | 31'762 CHF | 100.00% | 100.00% |
29.11.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 174'746 | 100'000 | 51'608 CHF | 30'548 CHF | 100.00% | 100.00% |
28.11.2024 | 5.08% | 0.30 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'865 CHF | 15'639 CHF | 100.00% | 100.00% |
27.11.2024 | 5.24% | 0.28 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'965 CHF | 14'716 CHF | 99.55% | 99.55% |
26.11.2024 | 5.89% | 0.31 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'258 CHF | 14'059 CHF | 96.35% | 96.35% |
25.11.2024 | 2.43% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 127'883 | 100'000 | 51'986 CHF | 41'684 CHF | 100.00% | 100.00% |
22.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 136'498 | 100'000 | 51'873 CHF | 39'056 CHF | 99.98% | 99.98% |
20.11.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 135'175 | 100'000 | 51'984 CHF | 39'496 CHF | 98.98% | 98.98% |
19.11.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 156'651 | 100'000 | 51'901 CHF | 34'156 CHF | 100.00% | 100.00% |