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 | 0.38% | 13.15 CHF | 13.20 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 131'328 CHF | 131'824 CHF | 100.00% | 100.00% |
02.12.2024 | 0.38% | 13.30 CHF | 13.35 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 132'561 CHF | 133'057 CHF | 100.00% | 100.00% |
29.11.2024 | 0.38% | 13.35 CHF | 13.40 CHF | 10'000 | 10'000 | 9'906 | 9'905 | 131'787 CHF | 132'279 CHF | 99.99% | 99.99% |
28.11.2024 | 0.38% | 13.30 CHF | 13.35 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 131'314 CHF | 131'810 CHF | 100.00% | 100.00% |
27.11.2024 | 0.38% | 13.35 CHF | 13.40 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 132'045 CHF | 132'540 CHF | 100.00% | 100.00% |
26.11.2024 | 0.38% | 13.10 CHF | 13.15 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 130'697 CHF | 131'182 CHF | 99.93% | 99.93% |
25.11.2024 | 0.38% | 13.25 CHF | 13.30 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 130'811 CHF | 131'307 CHF | 100.00% | 100.00% |
22.11.2024 | 0.40% | 12.85 CHF | 12.90 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 124'906 CHF | 125'401 CHF | 100.00% | 100.00% |
20.11.2024 | 0.42% | 11.90 CHF | 11.95 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 119'233 CHF | 119'729 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 11.90 CHF | 11.95 CHF | 10'000 | 10'000 | 9'905 | 9'905 | 117'466 CHF | 117'962 CHF | 99.34% | 99.34% |