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 | 3.99% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 213'663 | 200'000 | 52'750 CHF | 52'006 CHF | 97.10% | 97.10% |
02.12.2024 | 3.57% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 205'092 | 200'000 | 61'258 CHF | 62'286 CHF | 99.13% | 99.13% |
29.11.2024 | 1.93% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 103'277 CHF | 105'277 CHF | 100.00% | 100.00% |
28.11.2024 | 2.59% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 110'494 CHF | 113'339 CHF | 100.00% | 100.00% |
27.11.2024 | 1.60% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 137'176 CHF | 139'399 CHF | 99.39% | 99.39% |
26.11.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 127'934 CHF | 129'934 CHF | 99.06% | 99.06% |
25.11.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'181 CHF | 107'181 CHF | 100.00% | 100.00% |
22.11.2024 | 1.80% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 111'976 CHF | 113'976 CHF | 99.88% | 99.88% |
20.11.2024 | 1.31% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 152'500 CHF | 154'500 CHF | 96.53% | 96.53% |
19.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 179'282 CHF | 181'282 CHF | 99.40% | 99.40% |