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 | 3.48% | 0.52 CHF | 0.54 CHF | 100'000 | 20'000 | 96'353 | 19'712 | 51'322 CHF | 10'878 CHF | 100.00% | 100.00% |
02.12.2024 | 3.86% | 0.50 CHF | 0.52 CHF | 100'000 | 10'000 | 95'151 | 10'000 | 52'650 CHF | 5'762 CHF | 100.00% | 100.00% |
29.11.2024 | 3.57% | 0.61 CHF | 0.64 CHF | 90'000 | 10'000 | 80'346 | 10'000 | 51'896 CHF | 6'695 CHF | 100.00% | 100.00% |
28.11.2024 | 4.84% | 0.63 CHF | 0.65 CHF | 89'978 | 10'000 | 88'797 | 10'000 | 51'734 CHF | 6'119 CHF | 88.78% | 88.78% |
27.11.2024 | 2.89% | 0.80 CHF | 0.82 CHF | 70'000 | 10'000 | 70'340 | 10'000 | 52'840 CHF | 7'735 CHF | 99.56% | 99.56% |
26.11.2024 | 3.63% | 0.59 CHF | 0.61 CHF | 90'000 | 20'000 | 93'333 | 20'000 | 52'900 CHF | 11'775 CHF | 100.00% | 100.00% |
25.11.2024 | 4.01% | 0.57 CHF | 0.60 CHF | 90'000 | 10'000 | 80'693 | 10'000 | 53'473 CHF | 6'903 CHF | 97.78% | 97.78% |
22.11.2024 | 3.96% | 0.71 CHF | 0.74 CHF | 80'000 | 10'000 | 70'784 | 10'000 | 53'956 CHF | 7'946 CHF | 99.99% | 99.99% |
20.11.2024 | 3.83% | 1.23 CHF | 1.27 CHF | 50'000 | 7'500 | 50'398 | 7'500 | 54'353 CHF | 8'418 CHF | 100.00% | 100.00% |
19.11.2024 | 3.13% | 1.20 CHF | 1.24 CHF | 50'000 | 7'500 | 49'779 | 7'500 | 56'308 CHF | 8'756 CHF | 84.94% | 84.94% |