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 | 5.72% | 0.36 CHF | 0.38 CHF | 86'019 | 75'000 | 86'359 | 75'000 | 29'397 CHF | 27'034 CHF | 100.00% | 100.00% |
02.12.2024 | 6.21% | 0.34 CHF | 0.36 CHF | 86'655 | 75'000 | 87'113 | 75'000 | 27'243 CHF | 24'959 CHF | 100.00% | 100.00% |
29.11.2024 | 4.90% | 0.33 CHF | 0.35 CHF | 86'310 | 50'000 | 86'283 | 50'000 | 28'460 CHF | 17'323 CHF | 100.00% | 100.00% |
28.11.2024 | 4.56% | 0.35 CHF | 0.37 CHF | 85'986 | 75'000 | 85'211 | 75'000 | 32'879 CHF | 30'291 CHF | 100.00% | 100.00% |
27.11.2024 | 4.64% | 0.35 CHF | 0.36 CHF | 85'920 | 75'000 | 86'484 | 75'000 | 28'386 CHF | 25'784 CHF | 99.46% | 99.46% |
26.11.2024 | 5.23% | 0.33 CHF | 0.35 CHF | 86'846 | 75'000 | 87'308 | 75'000 | 26'940 CHF | 24'385 CHF | 100.00% | 100.00% |
25.11.2024 | 5.42% | 0.31 CHF | 0.33 CHF | 87'327 | 75'000 | 86'849 | 75'000 | 29'521 CHF | 26'916 CHF | 100.00% | 100.00% |