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 | 0.52% | 3.83 CHF | 3.85 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 72'413 CHF | 72'790 CHF | 100.00% | 100.00% |
02.12.2024 | 0.52% | 3.81 CHF | 3.83 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 72'687 CHF | 73'063 CHF | 100.00% | 100.00% |
29.11.2024 | 0.51% | 3.92 CHF | 3.94 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 74'343 CHF | 74'719 CHF | 100.00% | 100.00% |
28.11.2024 | 0.52% | 3.93 CHF | 3.95 CHF | 19'000 | 19'000 | 18'820 | 18'820 | 73'578 CHF | 73'954 CHF | 100.00% | 100.00% |
27.11.2024 | 0.50% | 4.07 CHF | 4.09 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 75'576 CHF | 75'953 CHF | 100.00% | 100.00% |
26.11.2024 | 0.53% | 3.86 CHF | 3.88 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 72'160 CHF | 72'537 CHF | 100.00% | 100.00% |
25.11.2024 | 0.51% | 3.84 CHF | 3.86 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 73'708 CHF | 74'084 CHF | 100.00% | 100.00% |
22.11.2024 | 0.50% | 3.96 CHF | 3.98 CHF | 19'000 | 19'000 | 18'820 | 18'820 | 75'196 CHF | 75'573 CHF | 99.98% | 99.98% |
20.11.2024 | 0.48% | 4.23 CHF | 4.25 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 82'385 CHF | 82'782 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 4.22 CHF | 4.24 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 82'687 CHF | 83'084 CHF | 98.94% | 98.94% |