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 | 3.24% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 170'975 | 100'000 | 51'939 CHF | 31'421 CHF | 99.67% | 99.67% |
02.12.2024 | 5.09% | 0.21 CHF | 0.22 CHF | 202'139 | 100'000 | 203'013 | 100'000 | 39'087 CHF | 20'263 CHF | 100.00% | 100.00% |
29.11.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 202'457 | 100'000 | 202'970 | 100'000 | 36'819 CHF | 19'141 CHF | 100.00% | 100.00% |
28.11.2024 | 8.10% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'189 CHF | 9'967 CHF | 100.00% | 100.00% |
27.11.2024 | 9.69% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'216 CHF | 9'051 CHF | 99.55% | 99.55% |
26.11.2024 | 10.05% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'586 CHF | 8'371 CHF | 96.35% | 96.35% |
25.11.2024 | 3.35% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 175'483 | 100'000 | 51'578 CHF | 30'431 CHF | 100.00% | 100.00% |
22.11.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 190'551 | 100'000 | 50'633 CHF | 27'617 CHF | 93.25% | 93.25% |
20.11.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 197'537 | 100'000 | 188'303 | 100'000 | 50'851 CHF | 28'052 CHF | 83.56% | 83.56% |
19.11.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 199'253 | 100'000 | 200'188 | 100'000 | 43'621 CHF | 22'792 CHF | 100.00% | 100.00% |