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 | 1.71% | 0.58 CHF | 0.59 CHF | 81'550 | 81'550 | 80'679 | 80'679 | 47'385 CHF | 48'193 CHF | 100.00% | 100.00% |
02.12.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 81'660 | 81'660 | 81'021 | 81'021 | 48'089 CHF | 48'900 CHF | 100.00% | 100.00% |
29.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 81'440 | 81'440 | 80'798 | 80'798 | 46'449 CHF | 47'257 CHF | 100.00% | 100.00% |
28.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 82'610 | 82'610 | 81'927 | 81'927 | 47'488 CHF | 48'309 CHF | 100.00% | 100.00% |
27.11.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 85'310 | 85'310 | 84'387 | 84'387 | 47'748 CHF | 48'592 CHF | 100.00% | 100.00% |
26.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 84'700 | 84'700 | 84'138 | 84'138 | 47'142 CHF | 47'985 CHF | 100.00% | 100.00% |
25.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 84'540 | 84'540 | 83'640 | 83'640 | 47'882 CHF | 48'720 CHF | 100.00% | 100.00% |
22.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 84'310 | 84'310 | 83'332 | 83'332 | 47'955 CHF | 48'790 CHF | 100.00% | 100.00% |
20.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 81'040 | 81'040 | 80'220 | 80'220 | 47'725 CHF | 48'528 CHF | 100.00% | 100.00% |
19.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 74'660 | 74'660 | 73'602 | 73'602 | 44'154 CHF | 44'891 CHF | 100.00% | 100.00% |