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 | 2.63% | 0.56 CHF | 0.57 CHF | 196'000 | 196'000 | 51'075 | 51'075 | 29'063 CHF | 29'635 CHF | 100.00% | 100.00% |
02.12.2024 | 2.57% | 0.54 CHF | 0.55 CHF | 198'000 | 198'000 | 87'433 | 87'431 | 50'970 CHF | 52'103 CHF | 99.90% | 99.90% |
29.11.2024 | 2.58% | 0.61 CHF | 0.62 CHF | 196'000 | 196'000 | 87'758 | 87'758 | 51'970 CHF | 53'108 CHF | 100.00% | 100.00% |
28.11.2024 | 2.63% | 0.57 CHF | 0.58 CHF | 80'000 | 80'000 | 64'108 | 64'108 | 36'499 CHF | 37'396 CHF | 97.04% | 100.00% |
27.11.2024 | 3.92% | 0.60 CHF | 0.62 CHF | 98'000 | 98'000 | 45'674 | 45'674 | 28'209 CHF | 29'237 CHF | 99.90% | 99.90% |
26.11.2024 | 2.68% | 0.53 CHF | 0.54 CHF | 198'000 | 198'000 | 88'146 | 88'146 | 49'259 CHF | 50'401 CHF | 100.00% | 100.00% |
25.11.2024 | 3.08% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 89'083 | 89'083 | 45'113 CHF | 46'269 CHF | 100.00% | 100.00% |
22.11.2024 | 3.37% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 89'199 | 89'199 | 40'705 CHF | 41'862 CHF | 100.00% | 100.00% |
20.11.2024 | 2.47% | 0.63 CHF | 0.64 CHF | 194'000 | 194'000 | 86'908 | 86'908 | 54'123 CHF | 55'252 CHF | 99.90% | 99.90% |
19.11.2024 | 2.42% | 0.63 CHF | 0.64 CHF | 196'000 | 196'000 | 86'982 | 86'982 | 55'389 CHF | 56'518 CHF | 100.00% | 100.00% |