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 | 145'000 | 145'000 | 145'000 | 145'000 | 310'111 CHF | 311'561 CHF | 100.00% | 100.00% |
02.12.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 145'000 | 145'000 | 145'008 | 145'008 | 309'643 CHF | 311'093 CHF | 100.00% | 100.00% |
29.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 145'000 | 145'000 | 148'323 | 148'323 | 313'324 CHF | 314'807 CHF | 99.58% | 99.58% |
28.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 150'000 | 150'000 | 149'869 | 149'869 | 314'416 CHF | 315'915 CHF | 99.43% | 99.43% |
27.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 311'567 CHF | 313'067 CHF | 100.00% | 100.00% |
26.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 309'991 CHF | 311'491 CHF | 100.00% | 100.00% |
25.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 150'000 | 150'000 | 149'850 | 149'850 | 314'956 CHF | 316'456 CHF | 100.00% | 100.00% |
22.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 145'000 | 145'000 | 147'515 | 147'515 | 312'511 CHF | 313'987 CHF | 100.00% | 100.00% |
20.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 308'543 CHF | 310'043 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 307'134 CHF | 308'634 CHF | 99.87% | 99.87% |