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 | 5.16% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 648'615 | 216'205 | 122'275 CHF | 42'920 CHF | 99.44% | 99.44% |
02.12.2024 | 5.26% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 697'038 | 232'346 | 128'829 CHF | 45'267 CHF | 98.53% | 98.53% |
29.11.2024 | 5.18% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 722'236 | 240'745 | 136'016 CHF | 47'746 CHF | 97.64% | 97.64% |
28.11.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 517'225 | 172'408 | 101'115 CHF | 35'429 CHF | 99.34% | 99.34% |
27.11.2024 | 4.38% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 649'309 | 216'436 | 144'687 CHF | 50'393 CHF | 99.59% | 99.59% |
26.11.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 128'620 CHF | 45'373 CHF | 97.46% | 97.46% |
25.11.2024 | 5.85% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 124'750 CHF | 44'083 CHF | 99.36% | 99.36% |
22.11.2024 | 5.80% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 765'676 | 255'225 | 128'929 CHF | 45'528 CHF | 99.36% | 99.36% |
20.11.2024 | 8.81% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 941'454 | 341'454 | 102'276 CHF | 40'330 CHF | 99.37% | 99.37% |
19.11.2024 | 9.45% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 974'817 | 377'605 | 100'365 CHF | 42'338 CHF | 96.70% | 96.70% |