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 | 0.82% | 2.43 CHF | 2.45 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 46'106 CHF | 46'483 CHF | 100.00% | 100.00% |
02.12.2024 | 0.82% | 2.41 CHF | 2.43 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 46'370 CHF | 46'747 CHF | 100.00% | 100.00% |
29.11.2024 | 0.79% | 2.52 CHF | 2.54 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 48'029 CHF | 48'406 CHF | 99.93% | 99.93% |
28.11.2024 | 0.80% | 2.53 CHF | 2.55 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 47'269 CHF | 47'646 CHF | 100.00% | 100.00% |
27.11.2024 | 0.77% | 2.67 CHF | 2.69 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 49'253 CHF | 49'630 CHF | 100.00% | 100.00% |
26.11.2024 | 0.83% | 2.46 CHF | 2.48 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 45'835 CHF | 46'212 CHF | 100.00% | 100.00% |
25.11.2024 | 0.80% | 2.44 CHF | 2.46 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 47'377 CHF | 47'754 CHF | 100.00% | 100.00% |
22.11.2024 | 0.78% | 2.56 CHF | 2.58 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 48'868 CHF | 49'245 CHF | 99.98% | 99.98% |
20.11.2024 | 0.73% | 2.83 CHF | 2.85 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 54'663 CHF | 55'060 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 2.82 CHF | 2.84 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 54'953 CHF | 55'350 CHF | 98.94% | 98.94% |