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 | 2.49% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 130'794 | 100'000 | 51'859 CHF | 40'681 CHF | 100.00% | 100.00% |
02.12.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 181'128 | 100'000 | 51'491 CHF | 29'513 CHF | 100.00% | 100.00% |
29.11.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 186'798 | 100'000 | 51'011 CHF | 28'320 CHF | 100.00% | 100.00% |
28.11.2024 | 5.43% | 0.28 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'778 CHF | 14'550 CHF | 100.00% | 100.00% |
27.11.2024 | 6.06% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'842 CHF | 13'642 CHF | 99.55% | 99.55% |
26.11.2024 | 6.40% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'200 CHF | 13'001 CHF | 96.35% | 96.35% |
25.11.2024 | 2.56% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 135'751 | 100'000 | 52'374 CHF | 39'618 CHF | 100.00% | 100.00% |
22.11.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 143'682 | 100'000 | 51'531 CHF | 36'914 CHF | 99.98% | 99.98% |
20.11.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 142'331 | 100'000 | 51'734 CHF | 37'381 CHF | 98.98% | 98.98% |
19.11.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 167'439 | 100'000 | 51'953 CHF | 32'049 CHF | 100.00% | 100.00% |