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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.12.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 73'450 | 73'450 | 72'422 | 72'422 | 74'906 CHF | 75'631 CHF | 100.00% | 100.00% |
09.12.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 73'020 | 73'020 | 72'620 | 72'620 | 76'064 CHF | 76'791 CHF | 100.00% | 100.00% |
06.12.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 73'720 | 73'720 | 73'293 | 73'293 | 77'036 CHF | 77'769 CHF | 100.00% | 100.00% |
05.12.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 77'270 | 77'270 | 76'886 | 76'886 | 78'648 CHF | 79'418 CHF | 100.00% | 100.00% |
04.12.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 77'000 | 77'000 | 76'196 | 76'196 | 76'354 CHF | 77'117 CHF | 100.00% | 100.00% |
03.12.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 74'550 | 74'550 | 73'703 | 73'703 | 76'117 CHF | 76'855 CHF | 100.00% | 100.00% |
02.12.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 75'050 | 75'050 | 74'511 | 74'511 | 76'649 CHF | 77'395 CHF | 100.00% | 100.00% |
29.11.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 77'020 | 77'020 | 76'681 | 76'681 | 77'217 CHF | 77'984 CHF | 100.00% | 100.00% |
28.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 79'290 | 79'290 | 78'693 | 78'693 | 78'114 CHF | 78'902 CHF | 100.00% | 100.00% |
27.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 81'170 | 81'170 | 80'188 | 80'188 | 77'932 CHF | 78'735 CHF | 100.00% | 100.00% |