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 | 0.42% | 14.12 CHF | 14.18 CHF | 3'900 | 3'900 | 3'799 | 3'799 | 54'667 CHF | 54'895 CHF | 100.00% | 100.00% |
02.12.2024 | 0.44% | 13.54 CHF | 13.60 CHF | 3'800 | 3'800 | 3'701 | 3'701 | 50'812 CHF | 51'034 CHF | 100.00% | 100.00% |
29.11.2024 | 0.44% | 13.75 CHF | 13.81 CHF | 4'000 | 4'000 | 3'965 | 3'965 | 52'635 CHF | 52'867 CHF | 100.00% | 100.00% |
28.11.2024 | 0.39% | 13.15 CHF | 13.21 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 52'385 CHF | 52'587 CHF | 38.63% | 100.00% |
27.11.2024 | - | 13.42 CHF | - CHF | 3'900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
26.11.2024 | - | 13.65 CHF | - CHF | 3'500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
25.11.2024 | 0.40% | 15.40 CHF | 14.56 CHF | 3'700 | 3'800 | 3'703 | 3'703 | 55'640 CHF | 55'862 CHF | 0.82% | 97.19% |
22.11.2024 | 0.43% | 14.26 CHF | 14.32 CHF | 3'700 | 3'700 | 3'611 | 3'611 | 50'592 CHF | 50'809 CHF | 100.00% | 100.00% |
20.11.2024 | 0.42% | 14.33 CHF | 14.39 CHF | 3'800 | 3'800 | 3'698 | 3'698 | 53'258 CHF | 53'480 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 13.96 CHF | 14.02 CHF | 3'700 | 3'700 | 3'595 | 3'595 | 50'960 CHF | 51'176 CHF | 100.00% | 100.00% |