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 | 0.33% | 15.10 CHF | 15.15 CHF | 30'000 | 30'000 | 29'706 | 29'706 | 450'208 CHF | 451'692 CHF | 95.70% | 95.70% |
02.12.2024 | 0.33% | 15.15 CHF | 15.20 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 448'964 CHF | 450'452 CHF | 99.98% | 99.98% |
29.11.2024 | 0.34% | 15.00 CHF | 15.05 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 442'926 CHF | 444'401 CHF | 100.00% | 100.00% |
28.11.2024 | 0.34% | 14.90 CHF | 14.95 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 441'971 CHF | 443'459 CHF | 100.00% | 100.00% |
27.11.2024 | 0.34% | 14.75 CHF | 14.80 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 438'032 CHF | 439'517 CHF | 100.00% | 100.00% |
26.11.2024 | 0.34% | 14.75 CHF | 14.80 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 439'384 CHF | 440'872 CHF | 100.00% | 100.00% |
25.11.2024 | 0.34% | 14.85 CHF | 14.90 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 443'071 CHF | 444'558 CHF | 100.00% | 100.00% |
22.11.2024 | 0.34% | 14.95 CHF | 15.00 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 442'146 CHF | 443'633 CHF | 100.00% | 100.00% |
20.11.2024 | 0.34% | 14.55 CHF | 14.60 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 436'210 CHF | 437'695 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 14.55 CHF | 14.60 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 432'443 CHF | 433'930 CHF | 100.00% | 100.00% |