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 | 0.85% | 11.75 CHF | 11.85 CHF | 2'720 | 2'720 | 2'690 | 2'690 | 31'815 CHF | 32'084 CHF | 100.00% | 100.00% |
02.12.2024 | 0.88% | 11.35 CHF | 11.45 CHF | 2'760 | 2'760 | 2'736 | 2'736 | 31'367 CHF | 31'641 CHF | 99.99% | 99.99% |
29.11.2024 | 0.94% | 11.20 CHF | 11.30 CHF | 2'930 | 2'930 | 2'931 | 2'931 | 31'260 CHF | 31'553 CHF | 100.00% | 100.00% |
28.11.2024 | 0.98% | 10.40 CHF | 10.50 CHF | 3'150 | 3'150 | 3'129 | 3'129 | 32'164 CHF | 32'477 CHF | 100.00% | 100.00% |
27.11.2024 | 1.06% | 9.60 CHF | 9.70 CHF | 3'160 | 3'160 | 3'129 | 3'129 | 29'738 CHF | 30'051 CHF | 100.00% | 100.00% |
26.11.2024 | 1.02% | 9.71 CHF | 9.82 CHF | 2'880 | 2'880 | 2'830 | 2'830 | 28'772 CHF | 29'064 CHF | 100.00% | 100.00% |
25.11.2024 | 0.90% | 11.10 CHF | 11.20 CHF | 2'820 | 2'820 | 2'801 | 2'801 | 31'251 CHF | 31'531 CHF | 100.00% | 100.00% |
22.11.2024 | 0.94% | 10.95 CHF | 11.05 CHF | 2'890 | 2'890 | 2'872 | 2'872 | 30'858 CHF | 31'146 CHF | 99.98% | 99.98% |
20.11.2024 | 0.92% | 10.50 CHF | 10.60 CHF | 2'930 | 2'930 | 2'879 | 2'879 | 31'647 CHF | 31'935 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 10.35 CHF | 10.45 CHF | 2'890 | 2'890 | 2'870 | 2'870 | 28'954 CHF | 29'253 CHF | 100.00% | 100.00% |