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 | 0.31% | 3.26 CHF | 3.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'438 CHF | 81'688 CHF | 100.00% | 100.00% |
02.12.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 82'074 CHF | 82'324 CHF | 100.00% | 100.00% |
29.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'559 CHF | 81'809 CHF | 100.00% | 100.00% |
28.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 83'299 CHF | 83'549 CHF | 100.00% | 100.00% |
27.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 82'947 CHF | 83'197 CHF | 100.00% | 100.00% |
26.11.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 85'235 CHF | 85'485 CHF | 99.89% | 99.89% |
25.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 85'998 CHF | 86'248 CHF | 98.58% | 98.58% |
22.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 86'388 CHF | 86'638 CHF | 100.00% | 100.00% |
20.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 86'844 CHF | 87'094 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 85'041 CHF | 85'291 CHF | 99.91% | 99.91% |