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 | 0.24% | 4.11 CHF | 4.12 CHF | 35'000 | 35'000 | 34'979 | 34'979 | 144'134 CHF | 144'483 CHF | 100.00% | 100.00% |
02.12.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 35'000 | 35'000 | 34'372 | 34'372 | 142'337 CHF | 142'681 CHF | 100.00% | 100.00% |
29.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 142'657 CHF | 142'997 CHF | 100.00% | 100.00% |
28.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 34'000 | 34'000 | 34'066 | 34'066 | 142'058 CHF | 142'399 CHF | 99.91% | 99.91% |
27.11.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 142'270 CHF | 142'620 CHF | 100.00% | 100.00% |
26.11.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 142'818 CHF | 143'168 CHF | 100.00% | 100.00% |
25.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 35'000 | 35'000 | 34'976 | 34'976 | 143'207 CHF | 143'557 CHF | 100.00% | 100.00% |
22.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 36'000 | 36'000 | 35'800 | 35'800 | 141'641 CHF | 141'999 CHF | 99.64% | 99.64% |
20.11.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 38'000 | 38'000 | 37'222 | 37'222 | 137'571 CHF | 137'944 CHF | 99.49% | 99.49% |
19.11.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 38'000 | 38'000 | 38'196 | 38'196 | 134'968 CHF | 135'349 CHF | 100.00% | 100.00% |