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 | 0.31% | 16.15 CHF | 16.20 CHF | 15'200 | 15'200 | 15'015 | 15'015 | 241'808 CHF | 242'560 CHF | 100.00% | 100.00% |
02.12.2024 | 0.31% | 16.10 CHF | 16.15 CHF | 15'130 | 15'130 | 15'033 | 15'033 | 242'434 CHF | 243'186 CHF | 100.00% | 100.00% |
29.11.2024 | 0.31% | 16.15 CHF | 16.20 CHF | 15'180 | 15'180 | 15'095 | 15'095 | 245'406 CHF | 246'161 CHF | 100.00% | 100.00% |
28.11.2024 | 0.31% | 16.30 CHF | 16.35 CHF | 15'270 | 15'270 | 15'159 | 15'159 | 247'640 CHF | 248'398 CHF | 100.00% | 100.00% |
27.11.2024 | 0.31% | 16.45 CHF | 16.50 CHF | 15'370 | 15'370 | 15'188 | 15'188 | 249'814 CHF | 250'574 CHF | 100.00% | 100.00% |
26.11.2024 | 0.31% | 16.50 CHF | 16.55 CHF | 15'370 | 15'370 | 15'248 | 15'248 | 251'801 CHF | 252'564 CHF | 100.00% | 100.00% |
25.11.2024 | 0.31% | 16.30 CHF | 16.35 CHF | 15'270 | 15'270 | 15'161 | 15'161 | 247'781 CHF | 248'539 CHF | 100.00% | 100.00% |
22.11.2024 | 0.31% | 16.25 CHF | 16.30 CHF | 15'210 | 15'210 | 15'046 | 15'046 | 244'851 CHF | 245'604 CHF | 100.00% | 100.00% |
20.11.2024 | 0.30% | 16.75 CHF | 16.80 CHF | 15'540 | 15'540 | 15'325 | 15'325 | 254'322 CHF | 255'089 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 16.70 CHF | 16.75 CHF | 15'530 | 15'530 | 15'341 | 15'341 | 255'452 CHF | 256'220 CHF | 98.96% | 98.96% |