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 | 3.91% | 2.10 CHF | 2.18 CHF | 30'000 | 5'000 | 29'209 | 4'928 | 59'829 CHF | 10'486 CHF | 100.00% | 100.00% |
02.12.2024 | 3.32% | 2.21 CHF | 2.28 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 61'034 CHF | 10'515 CHF | 100.00% | 100.00% |
29.11.2024 | 3.62% | 1.87 CHF | 1.93 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 53'311 CHF | 9'212 CHF | 100.00% | 100.00% |
28.11.2024 | 2.87% | 1.84 CHF | 1.90 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 56'835 CHF | 9'748 CHF | 100.00% | 100.00% |
27.11.2024 | 4.61% | 1.47 CHF | 1.56 CHF | 33'559 | 5'000 | 30'275 | 5'000 | 52'298 CHF | 9'051 CHF | 17.47% | 17.47% |
26.11.2024 | 3.51% | 2.26 CHF | 2.34 CHF | 30'000 | 5'000 | 29'188 | 5'000 | 68'610 CHF | 12'195 CHF | 100.00% | 100.00% |
25.11.2024 | 3.31% | 2.34 CHF | 2.41 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 62'621 CHF | 10'787 CHF | 97.78% | 97.78% |
22.11.2024 | 3.32% | 1.96 CHF | 2.02 CHF | 30'000 | 5'000 | 30'090 | 5'000 | 55'896 CHF | 9'604 CHF | 99.98% | 99.98% |
20.11.2024 | 3.56% | 1.29 CHF | 1.34 CHF | 40'000 | 5'000 | 40'027 | 5'000 | 58'949 CHF | 7'630 CHF | 100.00% | 100.00% |
19.11.2024 | 3.99% | 1.25 CHF | 1.31 CHF | 44'577 | 5'000 | 40'043 | 5'000 | 59'535 CHF | 7'737 CHF | 56.28% | 56.28% |