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 | 2.37% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'404 CHF | 85'468 CHF | 99.80% | 99.80% |
02.12.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 247'547 CHF | 84'516 CHF | 98.50% | 98.50% |
29.11.2024 | 2.38% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 249'041 CHF | 85'014 CHF | 97.56% | 97.56% |
28.11.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 392'390 | 130'797 | 165'865 CHF | 56'596 CHF | 99.34% | 99.34% |
27.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 270'678 CHF | 92'226 CHF | 99.62% | 99.62% |
26.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'214 CHF | 80'738 CHF | 97.43% | 97.43% |
25.11.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 230'268 CHF | 78'756 CHF | 99.35% | 99.35% |
22.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'085 CHF | 78'362 CHF | 99.34% | 99.34% |
20.11.2024 | 3.36% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'586 CHF | 60'529 CHF | 99.36% | 99.36% |
19.11.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 610'061 | 203'354 | 170'778 CHF | 58'960 CHF | 96.69% | 96.69% |