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 | 0.16% | 6.26 CHF | 6.27 CHF | 29'900 | 29'900 | 29'900 | 29'900 | 189'385 CHF | 189'684 CHF | 100.00% | 100.00% |
02.12.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 30'100 | 30'100 | 30'102 | 30'102 | 190'084 CHF | 190'385 CHF | 100.00% | 100.00% |
29.11.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 30'700 | 30'700 | 31'364 | 31'364 | 194'468 CHF | 194'781 CHF | 99.57% | 99.57% |
28.11.2024 | 0.16% | 6.18 CHF | 6.19 CHF | 32'300 | 32'300 | 32'272 | 32'272 | 197'841 CHF | 198'163 CHF | 99.42% | 99.42% |
27.11.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 32'700 | 32'700 | 32'700 | 32'700 | 197'166 CHF | 197'493 CHF | 100.00% | 100.00% |
26.11.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 31'800 | 31'800 | 31'800 | 31'800 | 190'123 CHF | 190'441 CHF | 100.00% | 100.00% |
25.11.2024 | 0.16% | 6.17 CHF | 6.18 CHF | 31'500 | 31'500 | 31'493 | 31'493 | 193'566 CHF | 193'881 CHF | 100.00% | 100.00% |
22.11.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 31'600 | 31'600 | 32'153 | 32'153 | 200'281 CHF | 200'602 CHF | 100.00% | 100.00% |
20.11.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 32'900 | 32'900 | 32'884 | 32'884 | 195'200 CHF | 195'529 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 31'700 | 31'700 | 31'700 | 31'700 | 186'726 CHF | 187'043 CHF | 99.90% | 99.90% |