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 | 1.20% | 9.06 CHF | 9.13 CHF | 43'800 | 43'800 | 17'377 | 17'377 | 156'599 CHF | 158'158 CHF | 100.00% | 100.00% |
02.12.2024 | 1.24% | 9.13 CHF | 9.20 CHF | 44'100 | 44'100 | 17'338 | 17'338 | 155'034 CHF | 156'584 CHF | 100.00% | 100.00% |
29.11.2024 | 1.01% | 8.96 CHF | 9.02 CHF | 46'800 | 46'800 | 17'937 | 17'937 | 157'278 CHF | 158'614 CHF | 99.95% | 99.95% |
28.11.2024 | 1.67% | 8.63 CHF | 8.70 CHF | 14'100 | 14'100 | 11'515 | 11'515 | 99'036 CHF | 100'533 CHF | 98.70% | 98.70% |
27.11.2024 | 1.01% | 7.55 CHF | 7.60 CHF | 48'900 | 48'900 | 19'079 | 19'079 | 151'158 CHF | 152'434 CHF | 99.89% | 99.89% |
26.11.2024 | 0.95% | 8.60 CHF | 8.65 CHF | 46'000 | 46'000 | 18'225 | 18'225 | 158'513 CHF | 159'734 CHF | 99.52% | 99.52% |
25.11.2024 | 0.74% | 8.84 CHF | 8.89 CHF | 40'000 | 40'000 | 15'782 | 15'782 | 149'697 CHF | 150'620 CHF | 99.95% | 99.95% |
22.11.2024 | 0.74% | 10.46 CHF | 10.51 CHF | 36'000 | 36'000 | 14'122 | 14'122 | 154'887 CHF | 155'834 CHF | 100.00% | 100.00% |
20.11.2024 | 0.16% | 11.05 CHF | 11.08 CHF | 35'700 | 35'700 | 13'742 | 13'742 | 154'864 CHF | 155'132 CHF | 99.76% | 99.76% |
19.11.2024 | 0.15% | 10.74 CHF | 10.75 CHF | 40'600 | 40'600 | 16'149 | 16'149 | 166'853 CHF | 167'055 CHF | 97.53% | 97.53% |