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 | 0.11% | 9.14 CHF | 9.15 CHF | 63'000 | 63'000 | 62'407 | 62'407 | 574'019 CHF | 574'644 CHF | 100.00% | 100.00% |
02.12.2024 | 0.11% | 9.20 CHF | 9.21 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 578'075 CHF | 578'710 CHF | 99.99% | 99.99% |
29.11.2024 | 0.11% | 8.95 CHF | 8.96 CHF | 65'000 | 65'000 | 64'658 | 64'658 | 569'796 CHF | 570'444 CHF | 100.00% | 100.00% |
28.11.2024 | 0.12% | 8.78 CHF | 8.79 CHF | 67'000 | 67'000 | 66'372 | 66'372 | 581'596 CHF | 582'261 CHF | 100.00% | 100.00% |
27.11.2024 | 0.12% | 8.59 CHF | 8.60 CHF | 67'000 | 67'000 | 66'372 | 66'372 | 568'701 CHF | 569'365 CHF | 100.00% | 100.00% |
26.11.2024 | 0.12% | 8.60 CHF | 8.61 CHF | 66'000 | 66'000 | 65'401 | 65'401 | 564'997 CHF | 565'652 CHF | 100.00% | 100.00% |
25.11.2024 | 0.11% | 8.77 CHF | 8.78 CHF | 65'000 | 65'000 | 64'471 | 64'471 | 568'757 CHF | 569'403 CHF | 100.00% | 100.00% |
22.11.2024 | 0.12% | 8.90 CHF | 8.91 CHF | 67'000 | 67'000 | 66'369 | 66'369 | 582'748 CHF | 583'413 CHF | 99.98% | 99.98% |
20.11.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 69'000 | 69'000 | 68'349 | 68'349 | 580'416 CHF | 581'101 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 68'000 | 68'000 | 67'168 | 67'168 | 557'910 CHF | 558'582 CHF | 100.00% | 100.00% |