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 | 2.55% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 18'772 | 18'772 | 12'905 CHF | 13'171 CHF | 98.55% | 98.55% |
02.12.2024 | 2.45% | 0.69 CHF | 0.70 CHF | 30'000 | 30'000 | 11'647 | 11'647 | 8'097 CHF | 8'259 CHF | 91.89% | 91.89% |
29.11.2024 | 2.48% | 0.69 CHF | 0.70 CHF | 30'000 | 30'000 | 11'220 | 11'220 | 7'879 CHF | 8'038 CHF | 96.77% | 96.77% |
28.11.2024 | 2.73% | 0.71 CHF | 0.73 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 4'332 CHF | 4'452 CHF | 96.49% | 96.49% |
27.11.2024 | 2.31% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 18'753 | 18'753 | 14'769 CHF | 15'035 CHF | 98.79% | 98.79% |
26.11.2024 | 2.43% | 0.74 CHF | 0.75 CHF | 30'000 | 30'000 | 11'249 | 11'249 | 8'173 CHF | 8'332 CHF | 98.86% | 98.86% |
25.11.2024 | 2.71% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 18'866 | 18'866 | 12'944 CHF | 13'210 CHF | 96.81% | 96.81% |
22.11.2024 | 3.00% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 18'654 | 18'654 | 11'237 CHF | 11'502 CHF | 99.48% | 99.48% |
20.11.2024 | - | 0.59 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.68% |
19.11.2024 | 2.85% | 0.62 CHF | 0.71 CHF | 50'000 | 10'000 | 10'000 | 10'000 | 6'920 CHF | 7'120 CHF | 0.28% | 99.59% |