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 | 2.73% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 36'227 CHF | 37'219 CHF | 100.00% | 100.00% |
02.12.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 39'710 CHF | 40'702 CHF | 100.00% | 100.00% |
29.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 39'652 CHF | 40'644 CHF | 100.00% | 100.00% |
28.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 99'055 | 99'055 | 39'754 CHF | 40'746 CHF | 100.00% | 100.00% |
27.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 40'526 CHF | 41'518 CHF | 100.00% | 100.00% |
26.11.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 40'919 CHF | 41'911 CHF | 100.00% | 100.00% |
25.11.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 36'579 CHF | 37'571 CHF | 100.00% | 100.00% |
22.11.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 37'589 CHF | 38'581 CHF | 100.00% | 100.00% |
20.11.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 37'417 CHF | 38'409 CHF | 100.00% | 100.00% |
19.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 38'922 CHF | 39'914 CHF | 98.94% | 98.94% |