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 | 14.93% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 809,203 | 410,779 | 50,164 CHF | 29,585 CHF | 97.91% | 97.91% |
02/12/2024 | 12.63% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 673,009 | 350,710 | 49,941 CHF | 29,530 CHF | 99.34% | 99.34% |
29/11/2024 | 13.08% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 713,203 | 368,991 | 50,967 CHF | 30,059 CHF | 99.30% | 99.30% |
28/11/2024 | 12.89% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 688,891 | 359,240 | 50,045 CHF | 29,684 CHF | 99.46% | 99.46% |
27/11/2024 | 12.46% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 668,662 | 352,568 | 50,288 CHF | 30,072 CHF | 99.18% | 99.18% |
26/11/2024 | 11.48% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 606,765 | 355,768 | 49,862 CHF | 33,224 CHF | 99.21% | 99.21% |
25/11/2024 | 11.53% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 615,700 | 338,423 | 50,382 CHF | 31,459 CHF | 97.86% | 97.86% |
22/11/2024 | 9.27% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 499,172 | 443,243 | 51,387 CHF | 50,800 CHF | 99.39% | 99.39% |
20/11/2024 | 8.36% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 449,239 | 449,240 | 51,514 CHF | 56,006 CHF | 99.49% | 99.49% |
19/11/2024 | 6.99% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 375,166 | 375,166 | 51,837 CHF | 55,588 CHF | 97.99% | 97.99% |