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 | 0.10% | 9.78 CHF | 9.79 CHF | 30'000 | 30'000 | 29'706 | 29'706 | 291'614 CHF | 291'909 CHF | 95.70% | 95.70% |
02.12.2024 | 0.10% | 9.82 CHF | 9.83 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 290'291 CHF | 290'588 CHF | 99.99% | 99.99% |
29.11.2024 | 0.11% | 9.66 CHF | 9.67 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 284'384 CHF | 284'680 CHF | 99.98% | 99.98% |
28.11.2024 | 0.11% | 9.55 CHF | 9.56 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 283'397 CHF | 283'695 CHF | 100.00% | 100.00% |
27.11.2024 | 0.11% | 9.42 CHF | 9.43 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 279'564 CHF | 279'862 CHF | 100.00% | 100.00% |
26.11.2024 | 0.11% | 9.43 CHF | 9.44 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 280'972 CHF | 281'270 CHF | 100.00% | 100.00% |
25.11.2024 | 0.11% | 9.54 CHF | 9.55 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 284'616 CHF | 284'912 CHF | 100.00% | 100.00% |
22.11.2024 | 0.11% | 9.63 CHF | 9.64 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 283'870 CHF | 284'167 CHF | 100.00% | 100.00% |
20.11.2024 | 0.11% | 9.25 CHF | 9.26 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 278'017 CHF | 278'312 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 9.22 CHF | 9.23 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 274'289 CHF | 274'586 CHF | 100.00% | 100.00% |