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 | 0.39% | 2.55 CHF | 2.56 CHF | 113'000 | 100'000 | 111'565 | 99'071 | 288'448 CHF | 257'145 CHF | 100.00% | 100.00% |
02.12.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 117'000 | 100'000 | 115'902 | 99'079 | 294'581 CHF | 252'817 CHF | 99.98% | 99.98% |
29.11.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 121'000 | 100'000 | 120'834 | 99'085 | 287'126 CHF | 236'439 CHF | 100.00% | 100.00% |
28.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 127'000 | 100'000 | 125'809 | 99'091 | 295'663 CHF | 233'864 CHF | 100.00% | 100.00% |
27.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 128'000 | 100'000 | 126'799 | 99'091 | 285'011 CHF | 223'722 CHF | 100.00% | 100.00% |
26.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 124'000 | 100'000 | 123'315 | 99'085 | 281'754 CHF | 227'399 CHF | 100.00% | 100.00% |
25.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 121'000 | 100'000 | 119'850 | 99'081 | 285'679 CHF | 237'167 CHF | 100.00% | 100.00% |
22.11.2024 | 0.43% | 2.42 CHF | 2.43 CHF | 129'000 | 100'000 | 128'391 | 99'088 | 303'410 CHF | 235'164 CHF | 100.00% | 100.00% |
20.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 136'000 | 100'000 | 134'050 | 99'093 | 296'642 CHF | 220'292 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 128'000 | 100'000 | 126'646 | 99'088 | 268'110 CHF | 210'778 CHF | 100.00% | 100.00% |