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% | 4.13 CHF | 4.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'161 CHF | 103'411 CHF | 100.00% | 100.00% |
02.12.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'751 CHF | 104'001 CHF | 100.00% | 100.00% |
29.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'121 CHF | 103'371 CHF | 100.00% | 100.00% |
28.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 104'680 CHF | 104'930 CHF | 100.00% | 100.00% |
27.11.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 104'341 CHF | 104'591 CHF | 100.00% | 100.00% |
26.11.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 106'416 CHF | 106'666 CHF | 99.89% | 99.89% |
25.11.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 107'132 CHF | 107'382 CHF | 98.58% | 98.58% |
22.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 107'577 CHF | 107'827 CHF | 100.00% | 100.00% |
20.11.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 107'747 CHF | 107'997 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 106'108 CHF | 106'358 CHF | 99.91% | 99.91% |