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 | 0.25% | 3.94 CHF | 3.95 CHF | 35'000 | 35'000 | 34'979 | 34'979 | 138'152 CHF | 138'502 CHF | 100.00% | 100.00% |
02.12.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 35'000 | 35'000 | 34'372 | 34'372 | 136'462 CHF | 136'805 CHF | 100.00% | 100.00% |
29.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 136'840 CHF | 137'180 CHF | 100.00% | 100.00% |
28.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 34'000 | 34'000 | 34'066 | 34'066 | 136'234 CHF | 136'575 CHF | 99.91% | 99.91% |
27.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 136'274 CHF | 136'624 CHF | 100.00% | 100.00% |
26.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 136'868 CHF | 137'218 CHF | 100.00% | 100.00% |
25.11.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 35'000 | 35'000 | 34'978 | 34'978 | 137'231 CHF | 137'581 CHF | 100.00% | 100.00% |
22.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 36'000 | 36'000 | 35'800 | 35'800 | 135'523 CHF | 135'881 CHF | 99.64% | 99.64% |
20.11.2024 | 0.28% | 3.48 CHF | 3.49 CHF | 38'000 | 38'000 | 37'222 | 37'222 | 131'211 CHF | 131'583 CHF | 99.48% | 99.48% |
19.11.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 38'000 | 38'000 | 38'196 | 38'196 | 128'474 CHF | 128'856 CHF | 100.00% | 100.00% |