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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.12.2024 | 5.90% | 0.50 CHF | 0.53 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 38'507 CHF | 40'847 CHF | 100.00% | 100.00% |
29.11.2024 | 5.90% | 0.49 CHF | 0.52 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 34'581 CHF | 36'681 CHF | 99.51% | 99.51% |
28.11.2024 | 5.44% | 0.51 CHF | 0.54 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 37'577 CHF | 39'677 CHF | 99.42% | 99.42% |
27.11.2024 | 5.82% | 0.51 CHF | 0.54 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 39'551 CHF | 41'922 CHF | 100.00% | 100.00% |
26.11.2024 | 5.88% | 0.50 CHF | 0.53 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 38'568 CHF | 40'906 CHF | 100.00% | 100.00% |
25.11.2024 | 5.79% | 0.48 CHF | 0.51 CHF | 80'000 | 80'000 | 77'706 | 77'706 | 39'062 CHF | 41'393 CHF | 100.00% | 100.00% |
22.11.2024 | 5.86% | 0.51 CHF | 0.54 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 39'329 CHF | 41'703 CHF | 100.00% | 100.00% |
20.11.2024 | 5.75% | 0.43 CHF | 0.45 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 34'223 CHF | 36'248 CHF | 100.00% | 100.00% |