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 | 1.98% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 103'786 | 100'000 | 51'872 CHF | 51'026 CHF | 100.00% | 100.00% |
02.12.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 133'226 | 100'000 | 51'786 CHF | 39'933 CHF | 100.00% | 100.00% |
29.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 139'170 | 100'000 | 52'797 CHF | 38'943 CHF | 100.00% | 100.00% |
28.11.2024 | 3.92% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'020 CHF | 19'778 CHF | 100.00% | 100.00% |
27.11.2024 | 3.84% | 0.36 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'131 CHF | 18'842 CHF | 99.55% | 99.55% |
26.11.2024 | 4.23% | 0.39 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'448 CHF | 18'200 CHF | 96.35% | 96.35% |
25.11.2024 | 2.02% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 107'344 | 100'000 | 52'571 CHF | 50'014 CHF | 100.00% | 100.00% |
22.11.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 112'549 | 100'000 | 52'088 CHF | 47'324 CHF | 100.00% | 100.00% |
20.11.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 112'325 | 100'000 | 52'462 CHF | 47'743 CHF | 98.98% | 98.98% |
19.11.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 123'952 | 100'000 | 51'403 CHF | 42'497 CHF | 100.00% | 100.00% |