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 | 1.26% | 35.25 CHF | 35.50 CHF | 11'000 | 11'000 | 4'354 | 4'354 | 152'571 CHF | 154'088 CHF | 100.00% | 100.00% |
02.12.2024 | 1.22% | 35.50 CHF | 35.75 CHF | 11'100 | 11'100 | 4'406 | 4'406 | 153'160 CHF | 154'636 CHF | 100.00% | 100.00% |
29.11.2024 | 1.08% | 34.85 CHF | 35.10 CHF | 11'700 | 11'700 | 4'526 | 4'526 | 154'169 CHF | 155'570 CHF | 99.95% | 99.95% |
28.11.2024 | 1.66% | 33.55 CHF | 33.80 CHF | 3'600 | 3'600 | 2'940 | 2'940 | 98'286 CHF | 99'752 CHF | 98.70% | 98.70% |
27.11.2024 | 1.05% | 29.40 CHF | 29.60 CHF | 12'300 | 12'300 | 4'815 | 4'815 | 148'193 CHF | 149'500 CHF | 99.89% | 99.89% |
26.11.2024 | 1.00% | 33.35 CHF | 33.55 CHF | 11'500 | 11'500 | 4'568 | 4'568 | 154'038 CHF | 155'279 CHF | 99.52% | 99.52% |
25.11.2024 | 0.77% | 34.15 CHF | 34.35 CHF | 10'000 | 10'000 | 3'945 | 3'945 | 144'897 CHF | 145'882 CHF | 99.95% | 99.95% |
22.11.2024 | 0.77% | 40.60 CHF | 40.80 CHF | 9'000 | 9'000 | 3'533 | 3'533 | 150'630 CHF | 151'589 CHF | 100.00% | 100.00% |
20.11.2024 | 0.20% | 42.75 CHF | 42.90 CHF | 9'000 | 9'000 | 3'477 | 3'477 | 151'817 CHF | 152'156 CHF | 99.90% | 99.90% |
19.11.2024 | 0.13% | 41.50 CHF | 41.55 CHF | 10'200 | 10'200 | 4'087 | 4'087 | 163'038 CHF | 163'243 CHF | 97.53% | 97.53% |