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 | 8.84% | 0.12 CHF | 0.13 CHF | 94'000 | 94'000 | 90'333 | 90'333 | 9'800 CHF | 10'703 CHF | 100.00% | 100.00% |
02.12.2024 | 7.10% | 0.14 CHF | 0.15 CHF | 94'000 | 94'000 | 91'550 | 91'550 | 12'477 CHF | 13'392 CHF | 100.00% | 100.00% |
29.11.2024 | 6.38% | 0.14 CHF | 0.14 CHF | 94'000 | 94'000 | 92'943 | 92'943 | 14'133 CHF | 15'063 CHF | 100.00% | 100.00% |
28.11.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 15'383 CHF | 16'343 CHF | 38.63% | 100.00% |
27.11.2024 | - | 0.14 CHF | - CHF | 94'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
26.11.2024 | - | 0.14 CHF | - CHF | 94'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
25.11.2024 | 10.27% | 0.08 CHF | 0.10 CHF | 92'000 | 94'000 | 92'142 | 92'142 | 8'544 CHF | 9'466 CHF | 0.96% | 97.34% |
22.11.2024 | 7.49% | 0.12 CHF | 0.13 CHF | 94'000 | 94'000 | 91'703 | 91'703 | 11'820 CHF | 12'738 CHF | 100.00% | 100.00% |
20.11.2024 | 8.14% | 0.12 CHF | 0.13 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 10'782 CHF | 11'697 CHF | 100.00% | 100.00% |
19.11.2024 | 7.82% | 0.14 CHF | 0.14 CHF | 94'000 | 94'000 | 91'391 | 91'391 | 11'327 CHF | 12'240 CHF | 100.00% | 100.00% |