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 | 2.64% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 138'784 | 100'000 | 51'884 CHF | 38'413 CHF | 100.00% | 100.00% |
02.12.2024 | 3.76% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 193'466 | 100'000 | 50'578 CHF | 27'206 CHF | 98.42% | 98.42% |
29.11.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 200'036 | 100'000 | 50'399 CHF | 26'195 CHF | 82.44% | 82.44% |
28.11.2024 | 5.94% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'639 CHF | 13'413 CHF | 100.00% | 100.00% |
27.11.2024 | 6.48% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'716 CHF | 12'500 CHF | 99.55% | 99.55% |
26.11.2024 | 7.16% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'059 CHF | 11'871 CHF | 96.35% | 96.35% |
25.11.2024 | 2.71% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 141'082 | 100'000 | 51'348 CHF | 37'431 CHF | 100.00% | 100.00% |
22.11.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 154'551 | 100'000 | 51'746 CHF | 34'537 CHF | 100.00% | 100.00% |
20.11.2024 | 2.89% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 151'357 | 100'000 | 51'591 CHF | 35'133 CHF | 98.98% | 98.98% |
19.11.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 179'854 | 100'000 | 51'670 CHF | 29'739 CHF | 100.00% | 100.00% |