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 | 1.96% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 101'577 | 100'000 | 51'386 CHF | 51'617 CHF | 100.00% | 100.00% |
02.12.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 132'260 | 100'000 | 52'063 CHF | 40'410 CHF | 100.00% | 100.00% |
29.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 136'956 | 100'000 | 52'432 CHF | 39'299 CHF | 100.00% | 100.00% |
28.11.2024 | 3.92% | 0.39 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'278 CHF | 20'050 CHF | 100.00% | 100.00% |
27.11.2024 | 4.48% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'305 CHF | 19'142 CHF | 99.55% | 99.55% |
26.11.2024 | 4.55% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'630 CHF | 18'448 CHF | 96.35% | 96.35% |
25.11.2024 | 2.00% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 106'050 | 100'000 | 52'493 CHF | 50'542 CHF | 100.00% | 100.00% |
22.11.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 111'664 | 100'000 | 52'162 CHF | 47'749 CHF | 99.98% | 99.98% |
20.11.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'594 | 100'000 | 52'314 CHF | 48'315 CHF | 98.98% | 98.98% |
19.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 122'492 | 100'000 | 51'329 CHF | 42'925 CHF | 100.00% | 100.00% |