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 | 5.18% | 0.14 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 499'987 | 96'178 CHF | 101'175 CHF | 91.07% | 100.00% |
02.12.2024 | 2.19% | 0.28 CHF | 0.29 CHF | 500'000 | 500'000 | 499'983 | 500'000 | 248'142 CHF | 253'154 CHF | 100.00% | 100.00% |
29.11.2024 | 1.04% | 0.70 CHF | 0.71 CHF | 500'000 | 500'000 | 500'000 | 499'994 | 480'577 CHF | 485'571 CHF | 100.00% | 100.00% |
28.11.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 534'858 CHF | 539'858 CHF | 100.00% | 100.00% |
27.11.2024 | 0.74% | 1.29 CHF | 1.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 675'719 CHF | 680'719 CHF | 100.00% | 100.00% |
26.11.2024 | 0.84% | 1.24 CHF | 1.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 595'443 CHF | 600'443 CHF | 100.00% | 100.00% |
25.11.2024 | 0.93% | 1.02 CHF | 1.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 536'246 CHF | 541'246 CHF | 100.00% | 100.00% |
22.11.2024 | 0.73% | 1.22 CHF | 1.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 689'170 CHF | 694'170 CHF | 99.76% | 99.76% |
20.11.2024 | 0.66% | 1.70 CHF | 1.71 CHF | 500'000 | 500'000 | 496'835 | 496'835 | 757'212 CHF | 762'212 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 877'474 CHF | 882'474 CHF | 100.00% | 100.00% |