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 | 0.32% | 15.60 CHF | 15.65 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 543'616 CHF | 545'351 CHF | 100.00% | 100.00% |
02.12.2024 | 0.32% | 15.75 CHF | 15.80 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 548'029 CHF | 549'765 CHF | 99.98% | 99.98% |
29.11.2024 | 0.32% | 15.80 CHF | 15.85 CHF | 35'000 | 35'000 | 34'670 | 34'669 | 544'698 CHF | 546'420 CHF | 100.00% | 100.00% |
28.11.2024 | 0.32% | 15.70 CHF | 15.75 CHF | 35'000 | 35'000 | 34'672 | 34'670 | 543'325 CHF | 545'031 CHF | 100.00% | 100.00% |
27.11.2024 | 0.32% | 15.75 CHF | 15.80 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 545'674 CHF | 547'409 CHF | 100.00% | 100.00% |
26.11.2024 | 0.32% | 15.50 CHF | 15.55 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 541'297 CHF | 543'033 CHF | 100.00% | 100.00% |
25.11.2024 | 0.32% | 15.65 CHF | 15.70 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 541'804 CHF | 543'539 CHF | 100.00% | 100.00% |
22.11.2024 | 0.34% | 15.25 CHF | 15.30 CHF | 35'000 | 35'000 | 34'670 | 34'670 | 521'274 CHF | 523'009 CHF | 100.00% | 100.00% |
20.11.2024 | 0.35% | 14.30 CHF | 14.35 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 501'005 CHF | 502'740 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 14.30 CHF | 14.35 CHF | 35'000 | 35'000 | 34'669 | 34'669 | 494'555 CHF | 496'291 CHF | 99.33% | 99.33% |