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 | 5.98% | 0.15 CHF | 0.16 CHF | 190'000 | 190'000 | 185'055 | 185'055 | 30'010 CHF | 31'860 CHF | 100.00% | 100.00% |
02.12.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 190'000 | 190'000 | 185'048 | 185'048 | 28'410 CHF | 30'261 CHF | 100.00% | 100.00% |
29.11.2024 | 6.60% | 0.16 CHF | 0.17 CHF | 190'000 | 190'000 | 191'991 | 191'991 | 28'111 CHF | 30'031 CHF | 100.00% | 100.00% |
28.11.2024 | 6.70% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 28'854 CHF | 30'854 CHF | 38.63% | 100.00% |
27.11.2024 | - | 0.15 CHF | - CHF | 190'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
26.11.2024 | - | 0.16 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
25.11.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 33'504 CHF | 35'304 CHF | 0.83% | 97.20% |
22.11.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 180'000 | 180'000 | 176'080 | 176'080 | 29'470 CHF | 31'231 CHF | 100.00% | 100.00% |
20.11.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 190'000 | 190'000 | 184'785 | 184'785 | 33'459 CHF | 35'306 CHF | 100.00% | 100.00% |
19.11.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 180'000 | 180'000 | 175'306 | 175'306 | 31'335 CHF | 33'088 CHF | 100.00% | 100.00% |