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 | 1.50% | 35.23 CHF | 35.76 CHF | 35 | 6'289 | 1'260 | 8'561 | 44'393 CHF | 306'030 CHF | 99.39% | 100.00% |
02.12.2024 | 1.50% | 35.05 CHF | 35.58 CHF | 8'120 | 10'000 | 9'062 | 9'460 | 309'240 CHF | 327'823 CHF | 99.04% | 100.00% |
29.11.2024 | 1.50% | 33.97 CHF | 34.48 CHF | 4'002 | 7'048 | 7'356 | 7'434 | 245'742 CHF | 252'330 CHF | 100.00% | 100.00% |
28.11.2024 | 1.50% | 32.14 CHF | 32.63 CHF | 7'144 | 2'893 | 7'517 | 3'788 | 244'860 CHF | 125'327 CHF | 100.00% | 100.00% |
27.11.2024 | 1.50% | 32.87 CHF | 33.37 CHF | 7'660 | 5'622 | 7'847 | 6'937 | 252'037 CHF | 226'020 CHF | 100.00% | 100.00% |
26.11.2024 | 1.50% | 30.83 CHF | 31.30 CHF | 4'169 | 6'531 | 5'178 | 7'056 | 159'857 CHF | 221'324 CHF | 100.00% | 100.00% |
25.11.2024 | 1.50% | 32.82 CHF | 33.32 CHF | 7'260 | 7'475 | 6'602 | 5'408 | 221'456 CHF | 183'882 CHF | 98.66% | 99.14% |
22.11.2024 | 1.50% | 30.30 CHF | 30.76 CHF | 4'811 | 6'414 | 7'470 | 8'203 | 223'387 CHF | 248'906 CHF | 100.00% | 100.00% |
20.11.2024 | 1.50% | 28.10 CHF | 28.52 CHF | 3'239 | 9'000 | 7'834 | 9'930 | 217'737 CHF | 280'496 CHF | 100.00% | 100.00% |
19.11.2024 | 1.50% | 27.24 CHF | 27.65 CHF | 7'312 | 9'898 | 9'069 | 9'922 | 247'624 CHF | 275'015 CHF | 100.00% | 100.00% |