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 | 2.78% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 144'927 | 100'000 | 51'359 CHF | 36'480 CHF | 100.00% | 100.00% |
02.12.2024 | 4.06% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 201'891 | 100'000 | 48'867 CHF | 25'222 CHF | 88.58% | 88.58% |
29.11.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 202'457 | 100'000 | 202'934 | 100'000 | 47'088 CHF | 24'204 CHF | 100.00% | 100.00% |
28.11.2024 | 6.16% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'744 CHF | 12'493 CHF | 100.00% | 100.00% |
27.11.2024 | 7.35% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'769 CHF | 11'589 CHF | 99.55% | 99.55% |
26.11.2024 | 7.57% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'130 CHF | 10'917 CHF | 96.35% | 96.35% |
25.11.2024 | 2.86% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 149'995 | 100'000 | 51'689 CHF | 35'502 CHF | 100.00% | 100.00% |
22.11.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 163'653 | 100'000 | 51'733 CHF | 32'665 CHF | 100.00% | 100.00% |
20.11.2024 | 3.06% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 161'210 | 100'000 | 51'855 CHF | 33'209 CHF | 98.98% | 98.98% |
19.11.2024 | 3.64% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 190'075 | 100'000 | 51'247 CHF | 27'982 CHF | 81.94% | 81.94% |