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 | 3.43% | 0.19 CHF | 0.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 144'160 CHF | 149'160 CHF | 9.93% | 100.00% |
02.12.2024 | 1.96% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 500'000 | 499'996 | 279'543 CHF | 284'540 CHF | 100.00% | 100.00% |
29.11.2024 | 1.28% | 0.59 CHF | 0.60 CHF | 500'000 | 500'000 | 500'000 | 499'998 | 390'922 CHF | 395'921 CHF | 100.00% | 100.00% |
28.11.2024 | 1.21% | 0.76 CHF | 0.77 CHF | 250'000 | 250'000 | 445'437 | 445'437 | 369'439 CHF | 373'893 CHF | 100.00% | 100.00% |
27.11.2024 | 1.30% | 1.06 CHF | 1.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 388'423 CHF | 393'423 CHF | 100.00% | 100.00% |
26.11.2024 | 1.33% | 0.70 CHF | 0.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 375'353 CHF | 380'353 CHF | 100.00% | 100.00% |
25.11.2024 | 1.46% | 0.75 CHF | 0.76 CHF | 500'000 | 500'000 | 499'683 | 499'691 | 343'260 CHF | 348'266 CHF | 100.00% | 100.00% |
22.11.2024 | 0.97% | 0.98 CHF | 0.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 512'621 CHF | 517'621 CHF | 100.00% | 100.00% |
20.11.2024 | 0.95% | 1.35 CHF | 1.36 CHF | 500'000 | 500'000 | 499'999 | 500'000 | 533'822 CHF | 538'822 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 1.23 CHF | 1.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 695'722 CHF | 700'722 CHF | 100.00% | 100.00% |