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 | 0.99% | 70.54 CHF | 71.25 CHF | 1'419 | 1'405 | 1'420 | 1'406 | 100'067 CHF | 100'069 CHF | 99.56% | 99.56% |
02.12.2024 | 0.99% | 70.31 CHF | 71.01 CHF | 1'423 | 1'409 | 1'424 | 1'410 | 100'068 CHF | 100'067 CHF | 100.00% | 100.00% |
29.11.2024 | 0.99% | 68.28 CHF | 68.96 CHF | 1'466 | 1'451 | 1'468 | 1'454 | 100'067 CHF | 100'066 CHF | 99.99% | 99.99% |
28.11.2024 | 0.99% | 67.08 CHF | 67.75 CHF | 1'492 | 1'477 | 1'490 | 1'475 | 100'069 CHF | 100'066 CHF | 99.94% | 99.94% |
27.11.2024 | 0.99% | 68.07 CHF | 68.75 CHF | 1'470 | 1'456 | 1'469 | 1'454 | 100'070 CHF | 100'067 CHF | 100.00% | 100.00% |
26.11.2024 | 1.00% | 66.68 CHF | 67.35 CHF | 1'501 | 1'486 | 1'500 | 1'485 | 100'064 CHF | 100'067 CHF | 100.00% | 100.00% |
25.11.2024 | 0.99% | 66.99 CHF | 67.66 CHF | 1'494 | 1'479 | 1'489 | 1'474 | 100'066 CHF | 100'068 CHF | 99.99% | 99.99% |
22.11.2024 | 1.00% | 68.19 CHF | 68.87 CHF | 1'467 | 1'453 | 1'474 | 1'459 | 100'067 CHF | 100'068 CHF | 99.87% | 99.87% |
20.11.2024 | 0.99% | 70.30 CHF | 71.00 CHF | 1'423 | 1'409 | 1'421 | 1'407 | 100'065 CHF | 100'069 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 69.63 CHF | 70.33 CHF | 1'437 | 1'423 | 1'436 | 1'421 | 100'072 CHF | 100'066 CHF | 98.38% | 98.38% |