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 | 0.36% | 2.82 CHF | 2.83 CHF | 208'000 | 100'000 | 205'150 | 99'171 | 574'372 CHF | 278'650 CHF | 100.00% | 100.00% |
02.12.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 201'000 | 100'000 | 200'214 | 99'168 | 565'699 CHF | 281'181 CHF | 100.00% | 100.00% |
29.11.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 198'000 | 100'000 | 197'154 | 99'166 | 576'946 CHF | 291'190 CHF | 100.00% | 100.00% |
28.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 194'000 | 100'000 | 192'058 | 99'160 | 565'524 CHF | 292'977 CHF | 100.00% | 100.00% |
27.11.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 194'000 | 100'000 | 191'834 | 99'160 | 577'902 CHF | 299'714 CHF | 100.00% | 100.00% |
26.11.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 197'000 | 100'000 | 195'613 | 99'161 | 584'726 CHF | 297'398 CHF | 99.99% | 99.99% |
25.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 200'000 | 100'000 | 197'933 | 99'167 | 579'697 CHF | 291'428 CHF | 100.00% | 100.00% |
22.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 188'000 | 100'000 | 186'782 | 99'149 | 550'330 CHF | 293'116 CHF | 100.00% | 100.00% |
20.11.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 188'000 | 100'000 | 185'412 | 99'148 | 565'751 CHF | 303'519 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 196'000 | 100'000 | 194'237 | 99'160 | 605'983 CHF | 310'345 CHF | 100.00% | 100.00% |