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% | 2.37 CHF | 2.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 238'089 CHF | 239'089 CHF | 100.00% | 100.00% |
02.12.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 238'803 CHF | 239'803 CHF | 100.00% | 100.00% |
29.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 243'198 CHF | 244'198 CHF | 100.00% | 100.00% |
28.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 241'066 CHF | 242'066 CHF | 100.00% | 100.00% |
27.11.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 246'380 CHF | 247'380 CHF | 100.00% | 100.00% |
26.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 237'202 CHF | 238'202 CHF | 98.28% | 98.28% |
25.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 241'360 CHF | 242'360 CHF | 100.00% | 100.00% |
22.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 245'230 CHF | 246'230 CHF | 100.00% | 100.00% |
20.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 253'352 CHF | 254'352 CHF | 99.73% | 99.73% |
19.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 254'065 CHF | 255'065 CHF | 99.81% | 99.81% |