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% | 4.03 CHF | 4.04 CHF | 47'000 | 47'000 | 45'166 | 45'166 | 183'111 CHF | 183'563 CHF | 100.00% | 100.00% |
02.12.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 47'000 | 47'000 | 45'775 | 45'775 | 183'451 CHF | 183'909 CHF | 100.00% | 100.00% |
29.11.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 47'000 | 47'000 | 46'472 | 46'472 | 183'749 CHF | 184'214 CHF | 100.00% | 100.00% |
28.11.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 189'133 CHF | 189'613 CHF | 38.63% | 100.00% |
27.11.2024 | - | 3.96 CHF | - CHF | 47'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
26.11.2024 | - | 3.97 CHF | - CHF | 47'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
25.11.2024 | 0.24% | 4.10 CHF | 4.09 CHF | 46'000 | 47'000 | 46'072 | 46'072 | 187'857 CHF | 188'318 CHF | 0.96% | 97.34% |
22.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 47'000 | 47'000 | 45'851 | 45'851 | 183'004 CHF | 183'462 CHF | 100.00% | 100.00% |
20.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 47'000 | 47'000 | 45'747 | 45'747 | 184'575 CHF | 185'033 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 47'000 | 47'000 | 45'696 | 45'696 | 182'960 CHF | 183'417 CHF | 100.00% | 100.00% |