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 | 2.77% | 0.37 CHF | 0.38 CHF | 815'000 | 100'000 | 806'376 | 99'805 | 290'112 CHF | 36'914 CHF | 100.00% | 100.00% |
02.12.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 773'000 | 100'000 | 768'228 | 99'763 | 282'415 CHF | 37'674 CHF | 100.00% | 100.00% |
29.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 747'000 | 100'000 | 742'971 | 99'740 | 291'842 CHF | 40'188 CHF | 100.00% | 100.00% |
28.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 713'000 | 100'000 | 706'721 | 99'703 | 281'904 CHF | 40'782 CHF | 100.00% | 100.00% |
27.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 711'000 | 100'000 | 702'974 | 99'699 | 294'118 CHF | 42'718 CHF | 100.00% | 100.00% |
26.11.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 734'000 | 100'000 | 727'686 | 99'721 | 299'274 CHF | 42'008 CHF | 100.00% | 100.00% |
25.11.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 753'000 | 100'000 | 745'955 | 99'744 | 295'794 CHF | 40'558 CHF | 100.00% | 100.00% |
22.11.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 678'000 | 100'000 | 672'339 | 99'663 | 269'175 CHF | 40'897 CHF | 100.00% | 100.00% |
20.11.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 663'000 | 100'000 | 655'132 | 99'645 | 281'842 CHF | 43'870 CHF | 100.00% | 100.00% |
19.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 717'000 | 100'000 | 708'847 | 99'704 | 318'238 CHF | 45'767 CHF | 100.00% | 100.00% |