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 | 2.53% | 2.72 CHF | 2.79 CHF | 20'000 | 5'000 | 19'548 | 4'928 | 52'360 CHF | 13'533 CHF | 100.00% | 100.00% |
02.12.2024 | 2.28% | 2.81 CHF | 2.87 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 53'134 CHF | 13'590 CHF | 100.00% | 100.00% |
29.11.2024 | 2.41% | 2.51 CHF | 2.56 CHF | 20'000 | 5'000 | 29'888 | 5'000 | 72'441 CHF | 12'416 CHF | 100.00% | 100.00% |
28.11.2024 | 2.06% | 2.49 CHF | 2.54 CHF | 30'000 | 5'000 | 23'350 | 5'000 | 58'961 CHF | 12'935 CHF | 100.00% | 100.00% |
27.11.2024 | 2.87% | 2.14 CHF | 2.21 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 68'803 CHF | 11'801 CHF | 99.56% | 99.56% |
26.11.2024 | 2.37% | 2.79 CHF | 2.85 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 57'269 CHF | 14'660 CHF | 100.00% | 100.00% |
25.11.2024 | 2.29% | 2.85 CHF | 2.91 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 52'670 CHF | 13'472 CHF | 97.78% | 97.78% |
22.11.2024 | 2.27% | 2.52 CHF | 2.58 CHF | 20'000 | 5'000 | 26'745 | 5'000 | 64'746 CHF | 12'435 CHF | 99.98% | 99.98% |
20.11.2024 | 2.34% | 1.89 CHF | 1.94 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 61'905 CHF | 15'843 CHF | 100.00% | 100.00% |
19.11.2024 | 2.69% | 1.91 CHF | 1.96 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 60'223 CHF | 10'310 CHF | 84.94% | 84.94% |