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 | 0.03% | 45.54 CHF | 45.55 CHF | 30'000 | 30'000 | 11'861 | 11'861 | 538'923 CHF | 539'073 CHF | 99.91% | 99.91% |
02.12.2024 | 0.03% | 45.69 CHF | 45.70 CHF | 30'000 | 30'000 | 11'768 | 11'768 | 534'329 CHF | 534'477 CHF | 99.77% | 99.77% |
29.11.2024 | 0.03% | 45.22 CHF | 45.23 CHF | 30'000 | 30'000 | 11'464 | 11'464 | 514'888 CHF | 515'034 CHF | 99.83% | 99.83% |
28.11.2024 | 0.04% | 44.77 CHF | 44.78 CHF | 9'000 | 9'000 | 7'349 | 7'349 | 329'197 CHF | 329'319 CHF | 98.70% | 98.70% |
27.11.2024 | 0.04% | 43.12 CHF | 43.13 CHF | 33'000 | 33'000 | 13'015 | 13'015 | 568'368 CHF | 568'534 CHF | 99.80% | 99.80% |
26.11.2024 | 0.03% | 44.82 CHF | 44.83 CHF | 30'000 | 30'000 | 11'922 | 11'922 | 535'730 CHF | 535'881 CHF | 99.05% | 99.05% |
25.11.2024 | 0.04% | 45.04 CHF | 45.05 CHF | 30'000 | 30'000 | 11'715 | 11'715 | 537'913 CHF | 538'084 CHF | 98.67% | 98.67% |
22.11.2024 | 0.04% | 47.39 CHF | 47.40 CHF | 30'000 | 30'000 | 11'779 | 11'779 | 564'739 CHF | 564'910 CHF | 99.75% | 99.75% |
20.11.2024 | 0.04% | 47.75 CHF | 47.76 CHF | 30'000 | 30'000 | 11'818 | 11'818 | 567'311 CHF | 567'482 CHF | 99.60% | 99.60% |
19.11.2024 | 0.04% | 47.09 CHF | 47.10 CHF | 30'000 | 30'000 | 11'899 | 11'899 | 553'976 CHF | 554'135 CHF | 97.50% | 97.50% |