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 | 1.47% | 3.45 CHF | 3.50 CHF | 20'000 | 7'500 | 19'533 | 7'392 | 68'042 CHF | 26'134 CHF | 100.00% | 100.00% |
02.12.2024 | 1.56% | 3.39 CHF | 3.44 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 70'551 CHF | 17'914 CHF | 100.00% | 100.00% |
29.11.2024 | 1.49% | 3.67 CHF | 3.73 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 75'015 CHF | 19'035 CHF | 100.00% | 100.00% |
28.11.2024 | 1.69% | 3.68 CHF | 3.74 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 72'528 CHF | 18'442 CHF | 100.00% | 100.00% |
27.11.2024 | 1.38% | 4.08 CHF | 4.13 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 79'094 CHF | 20'049 CHF | 99.56% | 99.56% |
26.11.2024 | 1.51% | 3.56 CHF | 3.61 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 69'954 CHF | 17'755 CHF | 100.00% | 100.00% |
25.11.2024 | 1.56% | 3.51 CHF | 3.57 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 74'296 CHF | 18'866 CHF | 97.78% | 97.78% |
22.11.2024 | 1.57% | 3.82 CHF | 3.89 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 78'526 CHF | 19'941 CHF | 99.98% | 99.98% |
20.11.2024 | 1.52% | 4.70 CHF | 4.77 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 89'137 CHF | 22'626 CHF | 100.00% | 100.00% |
19.11.2024 | 1.42% | 4.66 CHF | 4.72 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 90'733 CHF | 23'006 CHF | 84.94% | 84.94% |