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 | 5.20% | 0.17 CHF | 0.18 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 30'044 CHF | 31'644 CHF | 100.00% | 100.00% |
02.12.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 160'000 | 160'000 | 160'021 | 160'021 | 30'350 CHF | 31'951 CHF | 100.00% | 100.00% |
29.11.2024 | 5.58% | 0.19 CHF | 0.20 CHF | 180'000 | 180'000 | 179'981 | 179'981 | 31'453 CHF | 33'253 CHF | 99.51% | 99.51% |
28.11.2024 | 5.77% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 199'740 | 199'740 | 33'678 CHF | 35'676 CHF | 99.42% | 99.42% |
27.11.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 33'316 CHF | 35'416 CHF | 100.00% | 100.00% |
26.11.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 29'431 CHF | 31'331 CHF | 100.00% | 100.00% |
25.11.2024 | 5.24% | 0.19 CHF | 0.20 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 33'501 CHF | 35'301 CHF | 100.00% | 100.00% |
22.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 43'081 CHF | 45'181 CHF | 100.00% | 100.00% |
20.11.2024 | 5.81% | 0.15 CHF | 0.16 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 36'889 CHF | 39'089 CHF | 100.00% | 100.00% |
19.11.2024 | 5.74% | 0.16 CHF | 0.17 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 32'259 CHF | 34'159 CHF | 99.84% | 99.84% |