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 | 0.48% | 10.40 CHF | 10.45 CHF | 30'000 | 30'000 | 29'706 | 29'706 | 309'274 CHF | 310'761 CHF | 95.70% | 95.70% |
02.12.2024 | 0.48% | 10.40 CHF | 10.45 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 308'819 CHF | 310'307 CHF | 99.98% | 99.98% |
29.11.2024 | 0.49% | 10.35 CHF | 10.40 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 305'831 CHF | 307'317 CHF | 100.00% | 100.00% |
28.11.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 305'162 CHF | 306'649 CHF | 100.00% | 100.00% |
27.11.2024 | 0.49% | 10.20 CHF | 10.25 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 303'134 CHF | 304'620 CHF | 100.00% | 100.00% |
26.11.2024 | 0.49% | 10.20 CHF | 10.25 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 303'854 CHF | 305'340 CHF | 100.00% | 100.00% |
25.11.2024 | 0.49% | 10.25 CHF | 10.30 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 305'838 CHF | 307'324 CHF | 100.00% | 100.00% |
22.11.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 305'294 CHF | 306'780 CHF | 100.00% | 100.00% |
20.11.2024 | 0.50% | 10.10 CHF | 10.15 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 302'282 CHF | 303'768 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 10.10 CHF | 10.15 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 300'267 CHF | 301'753 CHF | 100.00% | 100.00% |