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 | 0.25% | 4.04 CHF | 4.05 CHF | 58'000 | 58'000 | 57'651 | 57'651 | 234'433 CHF | 235'009 CHF | 100.00% | 100.00% |
02.12.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 58'000 | 58'000 | 57'359 | 57'359 | 233'831 CHF | 234'404 CHF | 100.00% | 100.00% |
29.11.2024 | 0.25% | 4.15 CHF | 4.16 CHF | 57'000 | 57'000 | 57'530 | 57'530 | 234'278 CHF | 234'853 CHF | 100.00% | 100.00% |
28.11.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 57'000 | 57'000 | 57'565 | 57'565 | 233'889 CHF | 234'464 CHF | 99.91% | 99.91% |
27.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 58'000 | 58'000 | 58'238 | 58'238 | 232'639 CHF | 233'221 CHF | 100.00% | 100.00% |
26.11.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 57'000 | 57'000 | 57'024 | 57'024 | 234'862 CHF | 235'432 CHF | 100.00% | 100.00% |
25.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 57'000 | 57'000 | 56'808 | 56'808 | 235'575 CHF | 236'143 CHF | 100.00% | 100.00% |
22.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 57'000 | 57'000 | 56'886 | 56'886 | 234'882 CHF | 235'451 CHF | 99.64% | 99.64% |
20.11.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 237'356 CHF | 237'902 CHF | 99.48% | 99.48% |
19.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 54'000 | 54'000 | 54'323 | 54'323 | 237'699 CHF | 238'243 CHF | 100.00% | 100.00% |