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 | 2.13% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 112'443 | 100'000 | 52'148 CHF | 47'413 CHF | 100.00% | 100.00% |
02.12.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 145'843 | 100'000 | 51'312 CHF | 36'263 CHF | 100.00% | 100.00% |
29.11.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 150'286 | 100'000 | 51'306 CHF | 35'141 CHF | 100.00% | 100.00% |
28.11.2024 | 4.42% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'190 CHF | 17'967 CHF | 100.00% | 100.00% |
27.11.2024 | 4.89% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'238 CHF | 17'051 CHF | 99.55% | 99.55% |
26.11.2024 | 4.95% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'586 CHF | 16'371 CHF | 96.35% | 96.35% |
25.11.2024 | 2.18% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 116'338 | 100'000 | 52'807 CHF | 46'431 CHF | 100.00% | 100.00% |
22.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 121'896 | 100'000 | 51'909 CHF | 43'621 CHF | 100.00% | 100.00% |
20.11.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 121'447 | 100'000 | 52'353 CHF | 44'133 CHF | 98.98% | 98.98% |
19.11.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 139'156 | 100'000 | 52'576 CHF | 38'792 CHF | 100.00% | 100.00% |