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 | 0.74% | 1.36 CHF | 1.37 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 47'397 CHF | 47'744 CHF | 100.00% | 100.00% |
02.12.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 49'440 CHF | 49'786 CHF | 100.00% | 100.00% |
29.11.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 35'000 | 35'000 | 34'672 | 34'671 | 52'660 CHF | 53'006 CHF | 100.00% | 100.00% |
28.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 53'475 CHF | 53'822 CHF | 100.00% | 100.00% |
27.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 35'000 | 35'000 | 34'672 | 34'671 | 55'349 CHF | 55'695 CHF | 100.00% | 100.00% |
26.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 54'315 CHF | 54'662 CHF | 99.98% | 99.98% |
25.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 35'000 | 35'000 | 34'673 | 34'672 | 53'525 CHF | 53'870 CHF | 100.00% | 100.00% |
22.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 35'000 | 35'000 | 34'672 | 34'671 | 55'411 CHF | 55'756 CHF | 100.00% | 100.00% |
20.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 56'875 CHF | 57'222 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 58'402 CHF | 58'749 CHF | 100.00% | 100.00% |