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 | 1.79% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'004 | 100'000 | 55'481 CHF | 56'480 CHF | 100.00% | 100.00% |
02.12.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 118'681 | 100'000 | 52'529 CHF | 45'313 CHF | 100.00% | 100.00% |
29.11.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 51'845 CHF | 44'204 CHF | 100.00% | 100.00% |
28.11.2024 | 3.38% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'744 CHF | 22'493 CHF | 100.00% | 100.00% |
27.11.2024 | 3.85% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'738 CHF | 21'551 CHF | 99.55% | 99.55% |
26.11.2024 | 4.07% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'086 CHF | 20'917 CHF | 96.35% | 96.35% |
25.11.2024 | 1.82% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'502 CHF | 55'502 CHF | 100.00% | 100.00% |
22.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'746 | 100'000 | 52'027 CHF | 52'665 CHF | 100.00% | 100.00% |
20.11.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'209 CHF | 53'209 CHF | 98.98% | 98.98% |
19.11.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'301 | 100'000 | 51'673 CHF | 47'853 CHF | 100.00% | 100.00% |