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 | 0.73% | 1.38 CHF | 1.39 CHF | 56'000 | 56'000 | 55'757 | 55'757 | 76'487 CHF | 77'045 CHF | 100.00% | 100.00% |
02.12.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 57'000 | 57'000 | 58'269 | 58'269 | 79'443 CHF | 80'025 CHF | 100.00% | 100.00% |
29.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 59'300 | 59'300 | 59'300 | 59'300 | 77'159 CHF | 77'752 CHF | 100.00% | 100.00% |
28.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 82'476 CHF | 83'096 CHF | 100.00% | 100.00% |
27.11.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 58'200 | 58'200 | 57'787 | 57'787 | 72'758 CHF | 73'335 CHF | 100.00% | 100.00% |
26.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 56'400 | 56'400 | 55'727 | 55'727 | 78'044 CHF | 78'601 CHF | 100.00% | 100.00% |
25.11.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 59'100 | 59'100 | 59'100 | 59'100 | 79'221 CHF | 79'812 CHF | 100.00% | 100.00% |
22.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 61'000 | 61'000 | 61'458 | 61'458 | 78'901 CHF | 79'516 CHF | 100.00% | 100.00% |
20.11.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 67'400 | 67'400 | 66'255 | 66'255 | 77'957 CHF | 78'620 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 64'900 | 64'900 | 63'930 | 63'930 | 74'667 CHF | 75'306 CHF | 100.00% | 100.00% |