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 | 2.12% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 111'531 | 100'000 | 51'962 CHF | 47'617 CHF | 100.00% | 100.00% |
02.12.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 145'546 | 100'000 | 51'423 CHF | 36'410 CHF | 100.00% | 100.00% |
29.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 150'051 | 100'000 | 51'466 CHF | 35'299 CHF | 100.00% | 100.00% |
28.11.2024 | 4.28% | 0.35 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'264 CHF | 18'020 CHF | 100.00% | 100.00% |
27.11.2024 | 4.95% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'305 CHF | 17'131 CHF | 99.55% | 99.55% |
26.11.2024 | 5.13% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'630 CHF | 16'448 CHF | 96.35% | 96.35% |
25.11.2024 | 2.17% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 116'050 | 100'000 | 52'805 CHF | 46'542 CHF | 100.00% | 100.00% |
22.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 121'664 | 100'000 | 51'970 CHF | 43'749 CHF | 99.98% | 99.98% |
20.11.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'823 | 100'000 | 52'276 CHF | 44'282 CHF | 98.98% | 98.98% |
19.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 138'193 | 100'000 | 52'388 CHF | 38'925 CHF | 100.00% | 100.00% |