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 | 0.64% | 3.13 CHF | 3.15 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 59'282 CHF | 59'659 CHF | 100.00% | 100.00% |
02.12.2024 | 0.64% | 3.11 CHF | 3.13 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 59'542 CHF | 59'919 CHF | 100.00% | 100.00% |
29.11.2024 | 0.62% | 3.22 CHF | 3.24 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 61'201 CHF | 61'578 CHF | 99.93% | 99.93% |
28.11.2024 | 0.63% | 3.23 CHF | 3.25 CHF | 19'000 | 19'000 | 18'820 | 18'820 | 60'443 CHF | 60'820 CHF | 100.00% | 100.00% |
27.11.2024 | 0.61% | 3.37 CHF | 3.39 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 62'427 CHF | 62'804 CHF | 100.00% | 100.00% |
26.11.2024 | 0.64% | 3.16 CHF | 3.18 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 59'007 CHF | 59'384 CHF | 100.00% | 100.00% |
25.11.2024 | 0.63% | 3.14 CHF | 3.16 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 60'556 CHF | 60'932 CHF | 100.00% | 100.00% |
22.11.2024 | 0.61% | 3.26 CHF | 3.28 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 62'043 CHF | 62'420 CHF | 99.98% | 99.98% |
20.11.2024 | 0.58% | 3.53 CHF | 3.55 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 68'557 CHF | 68'954 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 3.52 CHF | 3.54 CHF | 20'000 | 20'000 | 19'809 | 19'809 | 68'835 CHF | 69'232 CHF | 98.94% | 98.94% |