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 | 0.48% | 10.60 CHF | 10.65 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 94'023 CHF | 94'469 CHF | 100.00% | 100.00% |
02.12.2024 | 0.48% | 10.65 CHF | 10.70 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 93'776 CHF | 94'223 CHF | 100.00% | 100.00% |
29.11.2024 | 0.49% | 10.40 CHF | 10.45 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 92'268 CHF | 92'714 CHF | 100.00% | 100.00% |
28.11.2024 | 0.48% | 10.40 CHF | 10.45 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 93'033 CHF | 93'480 CHF | 100.00% | 100.00% |
27.11.2024 | 0.49% | 10.15 CHF | 10.20 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 91'170 CHF | 91'616 CHF | 100.00% | 100.00% |
26.11.2024 | 0.48% | 10.55 CHF | 10.60 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 94'420 CHF | 94'866 CHF | 100.00% | 100.00% |
25.11.2024 | 0.48% | 10.60 CHF | 10.65 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 93'000 CHF | 93'446 CHF | 100.00% | 100.00% |
22.11.2024 | 0.49% | 10.35 CHF | 10.40 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 91'647 CHF | 92'094 CHF | 99.95% | 99.95% |
20.11.2024 | 0.34% | 9.83 CHF | 9.85 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 98'729 CHF | 99'057 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 9.85 CHF | 9.87 CHF | 10'000 | 10'000 | 9'905 | 9'905 | 98'478 CHF | 98'774 CHF | 98.87% | 98.87% |