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 | 3.46% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 180'679 | 100'000 | 51'328 CHF | 29'448 CHF | 89.30% | 89.30% |
02.12.2024 | 5.70% | 0.19 CHF | 0.20 CHF | 201'971 | 100'000 | 202'980 | 100'000 | 34'865 CHF | 18'187 CHF | 100.00% | 100.00% |
29.11.2024 | 6.03% | 0.17 CHF | 0.18 CHF | 202'457 | 100'000 | 202'983 | 100'000 | 32'671 CHF | 17'096 CHF | 100.00% | 100.00% |
28.11.2024 | 8.88% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'113 CHF | 8'865 CHF | 100.00% | 100.00% |
27.11.2024 | 10.34% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'182 CHF | 7'965 CHF | 99.55% | 99.55% |
26.11.2024 | 11.74% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'525 CHF | 7'320 CHF | 96.35% | 96.35% |
25.11.2024 | 3.53% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 183'687 | 100'000 | 51'081 CHF | 28'868 CHF | 51.55% | 51.55% |
22.11.2024 | 4.11% | 0.25 CHF | 0.26 CHF | 197'581 | 100'000 | 197'835 | 100'000 | 47'249 CHF | 24'889 CHF | 60.39% | 60.39% |
20.11.2024 | 4.00% | 0.23 CHF | 0.24 CHF | 197'464 | 100'000 | 196'160 | 100'000 | 48'201 CHF | 25'578 CHF | 62.56% | 62.56% |
19.11.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 199'193 | 100'000 | 200'189 | 100'000 | 39'511 CHF | 20'739 CHF | 100.00% | 100.00% |