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 | 0.47% | 2.12 CHF | 2.13 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 209'813 CHF | 210'793 CHF | 100.00% | 100.00% |
02.12.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 98'000 | 98'000 | 97'828 | 97'828 | 211'252 CHF | 212'230 CHF | 100.00% | 100.00% |
29.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 98'000 | 98'000 | 98'334 | 98'334 | 207'669 CHF | 208'652 CHF | 97.83% | 97.83% |
28.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 98'000 | 98'000 | 98'207 | 98'207 | 208'641 CHF | 209'623 CHF | 100.00% | 100.00% |
27.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 99'000 | 99'000 | 98'882 | 98'882 | 206'256 CHF | 207'244 CHF | 99.87% | 99.87% |
26.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 99'000 | 99'000 | 99'102 | 99'102 | 205'461 CHF | 206'452 CHF | 99.80% | 99.80% |
25.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 99'000 | 99'000 | 98'606 | 98'606 | 207'690 CHF | 208'677 CHF | 100.00% | 100.00% |
22.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 98'000 | 98'000 | 98'440 | 98'440 | 208'013 CHF | 208'998 CHF | 100.00% | 100.00% |
20.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 98'000 | 98'000 | 97'817 | 97'817 | 211'587 CHF | 212'565 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 98'000 | 98'000 | 97'793 | 97'793 | 212'827 CHF | 213'805 CHF | 100.00% | 100.00% |