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% | 9.39 CHF | 9.40 CHF | 62'500 | 62'500 | 61'909 | 61'909 | 578'545 CHF | 579'164 CHF | 100.00% | 100.00% |
02.12.2024 | 0.11% | 9.23 CHF | 9.24 CHF | 65'500 | 65'500 | 65'271 | 65'271 | 586'366 CHF | 587'020 CHF | 100.00% | 100.00% |
29.11.2024 | 0.12% | 8.73 CHF | 8.74 CHF | 68'500 | 68'500 | 68'372 | 68'372 | 577'549 CHF | 578'234 CHF | 99.99% | 99.99% |
28.11.2024 | 0.12% | 8.38 CHF | 8.39 CHF | 71'000 | 71'000 | 70'334 | 70'334 | 587'012 CHF | 587'716 CHF | 100.00% | 100.00% |
27.11.2024 | 0.13% | 8.12 CHF | 8.13 CHF | 71'000 | 71'000 | 70'528 | 70'528 | 566'664 CHF | 567'370 CHF | 100.00% | 100.00% |
26.11.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 69'500 | 69'500 | 68'910 | 68'910 | 566'206 CHF | 566'896 CHF | 100.00% | 100.00% |
25.11.2024 | 0.12% | 8.41 CHF | 8.42 CHF | 70'000 | 70'000 | 69'434 | 69'434 | 580'478 CHF | 581'174 CHF | 100.00% | 100.00% |
22.11.2024 | 0.13% | 8.20 CHF | 8.21 CHF | 72'500 | 72'500 | 72'070 | 72'070 | 577'576 CHF | 578'298 CHF | 100.00% | 100.00% |
20.11.2024 | 0.13% | 7.74 CHF | 7.75 CHF | 74'500 | 74'500 | 73'395 | 73'395 | 581'189 CHF | 581'924 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.76 CHF | 7.77 CHF | 73'000 | 73'000 | 72'323 | 72'323 | 556'074 CHF | 556'798 CHF | 100.00% | 100.00% |