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% | 11.95 CHF | 12.00 CHF | 75'000 | 75'000 | 74'591 | 74'591 | 900'829 CHF | 904'561 CHF | 99.57% | 99.57% |
02.12.2024 | 0.41% | 12.15 CHF | 12.20 CHF | 75'000 | 75'000 | 74'756 | 74'756 | 911'996 CHF | 915'735 CHF | 99.32% | 99.32% |
29.11.2024 | 0.42% | 12.20 CHF | 12.25 CHF | 75'000 | 75'000 | 74'329 | 74'327 | 901'372 CHF | 905'070 CHF | 99.95% | 99.95% |
28.11.2024 | 0.42% | 12.10 CHF | 12.15 CHF | 75'000 | 75'000 | 74'297 | 74'294 | 897'604 CHF | 901'286 CHF | 100.00% | 100.00% |
27.11.2024 | 0.41% | 12.15 CHF | 12.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 911'096 CHF | 914'846 CHF | 98.45% | 98.45% |
26.11.2024 | 0.42% | 11.90 CHF | 11.95 CHF | 75'000 | 75'000 | 74'501 | 74'501 | 894'828 CHF | 898'556 CHF | 99.70% | 99.70% |
25.11.2024 | 0.42% | 12.05 CHF | 12.10 CHF | 75'000 | 75'000 | 74'731 | 74'731 | 898'158 CHF | 901'896 CHF | 99.36% | 99.36% |
22.11.2024 | 0.44% | 11.65 CHF | 11.70 CHF | 75'000 | 75'000 | 74'335 | 74'335 | 849'035 CHF | 852'755 CHF | 99.94% | 99.94% |
20.11.2024 | 0.46% | 10.75 CHF | 10.80 CHF | 75'000 | 75'000 | 74'559 | 74'559 | 809'616 CHF | 813'346 CHF | 99.61% | 99.61% |
19.11.2024 | 0.47% | 10.70 CHF | 10.75 CHF | 75'000 | 75'000 | 74'764 | 74'764 | 798'770 CHF | 802'509 CHF | 98.65% | 98.65% |