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 | 2.97% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 156'012 | 100'000 | 51'785 CHF | 34'231 CHF | 98.95% | 98.95% |
02.12.2024 | 4.46% | 0.23 CHF | 0.24 CHF | 202'823 | 100'000 | 203'030 | 100'000 | 44'734 CHF | 23'043 CHF | 100.00% | 100.00% |
29.11.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 202'163 | 100'000 | 202'892 | 100'000 | 42'622 CHF | 22'008 CHF | 100.00% | 100.00% |
28.11.2024 | 6.94% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'550 CHF | 11'304 CHF | 100.00% | 100.00% |
27.11.2024 | 7.43% | 0.19 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'642 CHF | 10'386 CHF | 99.55% | 99.55% |
26.11.2024 | 8.45% | 0.22 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'976 CHF | 9'758 CHF | 96.35% | 96.35% |
25.11.2024 | 3.07% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 161'980 | 100'000 | 51'998 CHF | 33'147 CHF | 100.00% | 100.00% |
22.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 172'043 | 100'000 | 51'506 CHF | 30'961 CHF | 74.10% | 74.10% |
20.11.2024 | 3.30% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 173'011 | 100'000 | 51'568 CHF | 30'854 CHF | 98.98% | 98.98% |
19.11.2024 | 4.01% | 0.26 CHF | 0.27 CHF | 199'118 | 100'000 | 200'366 | 100'000 | 49'033 CHF | 25'473 CHF | 74.17% | 74.17% |