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 | 0.34% | 14.60 CHF | 14.65 CHF | 30'000 | 30'000 | 29'706 | 29'706 | 434'814 CHF | 436'298 CHF | 95.70% | 95.70% |
02.12.2024 | 0.35% | 14.65 CHF | 14.70 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 433'466 CHF | 434'942 CHF | 100.00% | 100.00% |
29.11.2024 | 0.35% | 14.50 CHF | 14.55 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 427'443 CHF | 428'929 CHF | 100.00% | 100.00% |
28.11.2024 | 0.35% | 14.35 CHF | 14.40 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 426'364 CHF | 427'852 CHF | 100.00% | 100.00% |
27.11.2024 | 0.35% | 14.25 CHF | 14.30 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 422'675 CHF | 424'160 CHF | 100.00% | 100.00% |
26.11.2024 | 0.35% | 14.25 CHF | 14.30 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 424'078 CHF | 425'565 CHF | 100.00% | 100.00% |
25.11.2024 | 0.35% | 14.35 CHF | 14.40 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 427'674 CHF | 429'160 CHF | 100.00% | 100.00% |
22.11.2024 | 0.35% | 14.45 CHF | 14.50 CHF | 30'000 | 30'000 | 29'718 | 29'717 | 426'784 CHF | 428'269 CHF | 100.00% | 100.00% |
20.11.2024 | 0.36% | 14.05 CHF | 14.10 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 420'988 CHF | 422'472 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 14.00 CHF | 14.05 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 417'231 CHF | 418'716 CHF | 100.00% | 100.00% |