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 | 0.11% | 9.17 CHF | 9.18 CHF | 30'000 | 30'000 | 29'706 | 29'706 | 273'518 CHF | 273'815 CHF | 95.70% | 95.70% |
02.12.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 272'175 CHF | 272'473 CHF | 99.99% | 99.99% |
29.11.2024 | 0.11% | 9.05 CHF | 9.06 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 266'274 CHF | 266'571 CHF | 99.98% | 99.98% |
28.11.2024 | 0.11% | 8.94 CHF | 8.95 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 265'300 CHF | 265'597 CHF | 100.00% | 100.00% |
27.11.2024 | 0.11% | 8.81 CHF | 8.82 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 261'464 CHF | 261'761 CHF | 100.00% | 100.00% |
26.11.2024 | 0.11% | 8.82 CHF | 8.83 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 262'871 CHF | 263'169 CHF | 99.99% | 99.99% |
25.11.2024 | 0.11% | 8.93 CHF | 8.94 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 266'524 CHF | 266'822 CHF | 100.00% | 100.00% |
22.11.2024 | 0.11% | 9.02 CHF | 9.03 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 265'772 CHF | 266'070 CHF | 100.00% | 100.00% |
20.11.2024 | 0.12% | 8.64 CHF | 8.65 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 259'946 CHF | 260'242 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.61 CHF | 8.62 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 256'214 CHF | 256'510 CHF | 100.00% | 100.00% |