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 | 1.53% | 50.18 CHF | 50.95 CHF | 1'944 | 1'915 | 1'933 | 1'905 | 97'538 CHF | 97'577 CHF | 99.56% | 99.56% |
02.12.2024 | 1.53% | 50.57 CHF | 51.35 CHF | 1'929 | 1'900 | 1'939 | 1'910 | 97'530 CHF | 97'569 CHF | 98.25% | 98.25% |
29.11.2024 | 1.53% | 50.05 CHF | 50.82 CHF | 1'948 | 1'920 | 1'956 | 1'927 | 97'509 CHF | 97'547 CHF | 99.99% | 99.99% |
28.11.2024 | 1.53% | 49.75 CHF | 50.52 CHF | 1'960 | 1'931 | 1'960 | 1'931 | 97'502 CHF | 97'544 CHF | 99.94% | 99.94% |
27.11.2024 | 1.53% | 49.38 CHF | 50.14 CHF | 1'974 | 1'945 | 1'983 | 1'953 | 97'475 CHF | 97'513 CHF | 100.00% | 100.00% |
26.11.2024 | 1.53% | 49.44 CHF | 50.20 CHF | 1'972 | 1'943 | 1'960 | 1'931 | 97'503 CHF | 97'542 CHF | 100.00% | 100.00% |
25.11.2024 | 1.53% | 50.04 CHF | 50.81 CHF | 1'949 | 1'920 | 1'973 | 1'943 | 97'488 CHF | 97'526 CHF | 99.99% | 99.99% |
22.11.2024 | 1.53% | 48.72 CHF | 49.47 CHF | 2'000 | 1'971 | 2'011 | 1'982 | 97'436 CHF | 97'475 CHF | 99.87% | 99.87% |
20.11.2024 | 1.52% | 48.23 CHF | 48.97 CHF | 2'020 | 1'990 | 2'017 | 1'987 | 97'430 CHF | 97'466 CHF | 100.00% | 100.00% |
19.11.2024 | 1.53% | 48.53 CHF | 49.28 CHF | 2'008 | 1'978 | 2'005 | 1'975 | 97'443 CHF | 97'484 CHF | 98.38% | 98.38% |