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 | 0.18% | 5.45 CHF | 5.46 CHF | 70'000 | 70'000 | 69'341 | 69'341 | 381'650 CHF | 382'344 CHF | 100.00% | 100.00% |
02.12.2024 | 0.19% | 5.50 CHF | 5.51 CHF | 72'000 | 72'000 | 71'324 | 71'324 | 387'495 CHF | 388'209 CHF | 99.99% | 99.99% |
29.11.2024 | 0.20% | 5.28 CHF | 5.29 CHF | 74'000 | 74'000 | 73'720 | 73'720 | 380'668 CHF | 381'406 CHF | 100.00% | 100.00% |
28.11.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 77'000 | 77'000 | 76'278 | 76'278 | 390'590 CHF | 391'353 CHF | 100.00% | 100.00% |
27.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 78'000 | 78'000 | 76'534 | 76'534 | 378'969 CHF | 379'735 CHF | 100.00% | 100.00% |
26.11.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 76'000 | 76'000 | 75'285 | 75'285 | 377'434 CHF | 378'188 CHF | 99.99% | 99.99% |
25.11.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 74'000 | 74'000 | 73'306 | 73'306 | 379'293 CHF | 380'026 CHF | 100.00% | 100.00% |
22.11.2024 | 0.20% | 5.24 CHF | 5.25 CHF | 78'000 | 78'000 | 77'264 | 77'264 | 397'084 CHF | 397'858 CHF | 99.98% | 99.98% |
20.11.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 81'000 | 81'000 | 80'215 | 80'215 | 392'295 CHF | 393'098 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 78'000 | 78'000 | 77'056 | 77'056 | 364'495 CHF | 365'266 CHF | 100.00% | 100.00% |