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 | 5.63% | 0.18 CHF | 0.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 10'365 CHF | 10'965 CHF | 100.00% | 100.00% |
02.12.2024 | 6.76% | 0.15 CHF | 0.16 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 10'014 CHF | 10'714 CHF | 100.00% | 100.00% |
29.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 8'400 CHF | 9'000 CHF | 100.00% | 100.00% |
28.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 9'800 CHF | 10'500 CHF | 100.00% | 100.00% |
27.11.2024 | 7.15% | 0.14 CHF | 0.15 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 8'097 CHF | 8'697 CHF | 100.00% | 100.00% |
26.11.2024 | 7.50% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'431 CHF | 6'931 CHF | 100.00% | 100.00% |
25.11.2024 | 5.56% | 0.19 CHF | 0.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 10'508 CHF | 11'108 CHF | 100.00% | 100.00% |
22.11.2024 | 5.79% | 0.17 CHF | 0.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 10'071 CHF | 10'671 CHF | 100.00% | 100.00% |
20.11.2024 | 5.75% | 0.16 CHF | 0.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 10'136 CHF | 10'736 CHF | 100.00% | 100.00% |
19.11.2024 | 6.36% | 0.16 CHF | 0.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 9'147 CHF | 9'747 CHF | 100.00% | 100.00% |