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 | 0.80% | 1.24 CHF | 1.25 CHF | 47'800 | 47'800 | 47'213 | 47'213 | 59'068 CHF | 59'540 CHF | 100.00% | 100.00% |
02.12.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 47'670 | 47'670 | 47'301 | 47'301 | 59'683 CHF | 60'156 CHF | 100.00% | 100.00% |
29.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 47'650 | 47'650 | 47'275 | 47'275 | 58'077 CHF | 58'550 CHF | 100.00% | 100.00% |
28.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 48'170 | 48'170 | 47'777 | 47'777 | 59'042 CHF | 59'521 CHF | 100.00% | 100.00% |
27.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 49'410 | 49'410 | 48'884 | 48'884 | 59'264 CHF | 59'753 CHF | 100.00% | 100.00% |
26.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 49'140 | 49'140 | 48'814 | 48'814 | 58'713 CHF | 59'202 CHF | 100.00% | 100.00% |
25.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 49'090 | 49'090 | 48'559 | 48'559 | 59'451 CHF | 59'938 CHF | 100.00% | 100.00% |
22.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 48'880 | 48'880 | 48'357 | 48'357 | 59'495 CHF | 59'979 CHF | 99.99% | 99.99% |
20.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 47'490 | 47'490 | 46'996 | 46'996 | 59'259 CHF | 59'730 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 44'690 | 44'690 | 44'073 | 44'073 | 56'030 CHF | 56'471 CHF | 100.00% | 100.00% |