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 | 1.21% | 181.00 CHF | 182.40 CHF | 2'200 | 2'200 | 909 | 909 | 163'565 CHF | 165'224 CHF | 99.80% | 99.80% |
02.12.2024 | 1.24% | 182.20 CHF | 183.60 CHF | 2'300 | 2'300 | 922 | 922 | 164'389 CHF | 166'052 CHF | 99.85% | 99.85% |
29.11.2024 | 1.02% | 179.00 CHF | 180.20 CHF | 2'400 | 2'400 | 944 | 944 | 165'263 CHF | 166'677 CHF | 99.94% | 99.94% |
28.11.2024 | 1.67% | 172.40 CHF | 173.80 CHF | 800 | 800 | 636 | 636 | 109'170 CHF | 110'796 CHF | 98.70% | 98.70% |
27.11.2024 | 1.01% | 151.00 CHF | 152.00 CHF | 2'500 | 2'500 | 990 | 990 | 156'855 CHF | 158'183 CHF | 99.89% | 99.89% |
26.11.2024 | 0.95% | 171.40 CHF | 172.40 CHF | 2'300 | 2'300 | 935 | 935 | 161'974 CHF | 163'241 CHF | 99.52% | 99.52% |
25.11.2024 | 0.74% | 175.60 CHF | 176.60 CHF | 2'000 | 2'000 | 785 | 785 | 147'870 CHF | 148'791 CHF | 99.65% | 99.65% |
22.11.2024 | 0.74% | 207.80 CHF | 208.80 CHF | 1'800 | 1'800 | 734 | 734 | 160'389 CHF | 161'389 CHF | 99.18% | 99.18% |
20.11.2024 | 0.16% | 213.40 CHF | 214.00 CHF | 1'800 | 1'800 | 725 | 725 | 158'282 CHF | 158'565 CHF | 99.90% | 99.90% |
19.11.2024 | 0.16% | 207.40 CHF | 207.60 CHF | 2'100 | 2'100 | 890 | 890 | 177'031 CHF | 177'259 CHF | 97.53% | 97.53% |