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 | 0.44% | 4.53 CHF | 4.55 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 85'514 CHF | 85'890 CHF | 100.00% | 100.00% |
02.12.2024 | 0.44% | 4.50 CHF | 4.52 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 85'786 CHF | 86'162 CHF | 100.00% | 100.00% |
29.11.2024 | 0.43% | 4.62 CHF | 4.64 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 87'464 CHF | 87'841 CHF | 100.00% | 100.00% |
28.11.2024 | 0.44% | 4.63 CHF | 4.65 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 86'684 CHF | 87'061 CHF | 100.00% | 100.00% |
27.11.2024 | 0.43% | 4.76 CHF | 4.78 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 88'690 CHF | 89'067 CHF | 100.00% | 100.00% |
26.11.2024 | 0.45% | 4.56 CHF | 4.58 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 85'284 CHF | 85'661 CHF | 100.00% | 100.00% |
25.11.2024 | 0.44% | 4.54 CHF | 4.56 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 86'817 CHF | 87'194 CHF | 100.00% | 100.00% |
22.11.2024 | 0.43% | 4.66 CHF | 4.68 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 88'324 CHF | 88'701 CHF | 99.98% | 99.98% |
20.11.2024 | 0.42% | 4.93 CHF | 4.95 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 96'201 CHF | 96'598 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 4.92 CHF | 4.94 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 96'485 CHF | 96'881 CHF | 98.94% | 98.94% |