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 | 4.03% | 0.30 CHF | 0.31 CHF | 326'340 | 100'000 | 303'616 | 99'299 | 93'122 CHF | 31'660 CHF | 100.00% | 100.00% |
02.12.2024 | 3.92% | 0.30 CHF | 0.31 CHF | 320'730 | 100'000 | 302'177 | 99'293 | 95'304 CHF | 32'468 CHF | 99.56% | 99.56% |
29.11.2024 | 3.94% | 0.30 CHF | 0.31 CHF | 290'200 | 100'000 | 271'803 | 99'265 | 85'483 CHF | 32'399 CHF | 99.98% | 99.98% |
28.11.2024 | 6.89% | 0.31 CHF | 0.34 CHF | 97'396 | 97'396 | 192'050 | 98'565 | 61'071 CHF | 33'431 CHF | 97.33% | 97.33% |
27.11.2024 | 3.66% | 0.36 CHF | 0.37 CHF | 321'510 | 100'000 | 292'560 | 99'285 | 99'991 CHF | 35'035 CHF | 99.95% | 99.95% |
26.11.2024 | 3.83% | 0.33 CHF | 0.34 CHF | 298'720 | 100'000 | 277'685 | 99'265 | 89'414 CHF | 33'189 CHF | 99.56% | 99.56% |
25.11.2024 | 4.25% | 0.32 CHF | 0.33 CHF | 364'360 | 100'000 | 329'069 | 99'322 | 96'432 CHF | 30'186 CHF | 99.42% | 99.42% |
22.11.2024 | 4.71% | 0.28 CHF | 0.29 CHF | 402'120 | 100'000 | 369'669 | 99'371 | 97'329 CHF | 27'324 CHF | 100.00% | 100.00% |
20.11.2024 | 4.91% | 0.26 CHF | 0.27 CHF | 405'370 | 100'000 | 374'629 | 99'376 | 94'436 CHF | 26'210 CHF | 100.00% | 100.00% |
19.11.2024 | 4.19% | 0.28 CHF | 0.29 CHF | 316'840 | 100'000 | 297'548 | 99'292 | 87'440 CHF | 30'394 CHF | 100.00% | 100.00% |