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 | 2.34% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 123'021 | 100'000 | 51'931 CHF | 43'251 CHF | 100.00% | 100.00% |
02.12.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 166'432 | 100'000 | 51'637 CHF | 32'101 CHF | 100.00% | 100.00% |
29.11.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 170'789 | 100'000 | 51'318 CHF | 31'053 CHF | 100.00% | 100.00% |
28.11.2024 | 4.66% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'087 CHF | 15'804 CHF | 100.00% | 100.00% |
27.11.2024 | 5.29% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'157 CHF | 14'927 CHF | 99.55% | 99.55% |
26.11.2024 | 5.73% | 0.31 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'501 CHF | 14'294 CHF | 96.35% | 96.35% |
25.11.2024 | 2.40% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 126'849 | 100'000 | 52'275 CHF | 42'246 CHF | 100.00% | 100.00% |
22.11.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 134'503 | 100'000 | 51'666 CHF | 39'462 CHF | 100.00% | 100.00% |
20.11.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 133'494 | 100'000 | 51'965 CHF | 39'967 CHF | 98.98% | 98.98% |
19.11.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 153'531 | 100'000 | 51'548 CHF | 34'597 CHF | 100.00% | 100.00% |