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 | 0.21% | 4.84 CHF | 4.85 CHF | 81'000 | 81'000 | 80'674 | 80'674 | 387'778 CHF | 388'586 CHF | 100.00% | 100.00% |
02.12.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 88'000 | 88'000 | 87'517 | 87'517 | 396'969 CHF | 397'845 CHF | 100.00% | 100.00% |
29.11.2024 | 0.24% | 4.35 CHF | 4.36 CHF | 93'500 | 93'500 | 93'411 | 93'411 | 386'810 CHF | 387'745 CHF | 100.00% | 100.00% |
28.11.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 98'500 | 98'500 | 97'620 | 97'620 | 396'819 CHF | 397'796 CHF | 100.00% | 100.00% |
27.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 98'500 | 98'500 | 97'652 | 97'652 | 375'434 CHF | 376'412 CHF | 100.00% | 100.00% |
26.11.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 95'500 | 95'500 | 94'391 | 94'391 | 375'094 CHF | 376'039 CHF | 99.99% | 99.99% |
25.11.2024 | 0.25% | 4.11 CHF | 4.12 CHF | 96'500 | 96'500 | 95'734 | 95'734 | 390'262 CHF | 391'220 CHF | 100.00% | 100.00% |
22.11.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 101'500 | 100'000 | 101'146 | 99'059 | 388'175 CHF | 381'194 CHF | 99.99% | 99.99% |
20.11.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 105'000 | 100'000 | 103'662 | 99'061 | 389'671 CHF | 373'383 CHF | 100.00% | 100.00% |
19.11.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 101'500 | 100'000 | 100'857 | 99'062 | 362'725 CHF | 357'292 CHF | 100.00% | 100.00% |