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 | 0.34% | 2.95 CHF | 2.96 CHF | 42'000 | 42'000 | 41'813 | 41'813 | 122'566 CHF | 122'984 CHF | 100.00% | 100.00% |
02.12.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 41'000 | 41'000 | 41'907 | 41'907 | 122'317 CHF | 122'736 CHF | 100.00% | 100.00% |
29.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 119'037 CHF | 119'457 CHF | 100.00% | 100.00% |
28.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 120'857 CHF | 121'277 CHF | 100.00% | 100.00% |
27.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 43'000 | 43'000 | 42'682 | 42'682 | 118'278 CHF | 118'705 CHF | 100.00% | 100.00% |
26.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 42'000 | 42'000 | 41'520 | 41'520 | 122'825 CHF | 123'240 CHF | 100.00% | 100.00% |
25.11.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 42'000 | 42'000 | 41'984 | 41'984 | 120'850 CHF | 121'270 CHF | 100.00% | 100.00% |
22.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 42'000 | 42'000 | 42'327 | 42'327 | 118'575 CHF | 118'999 CHF | 100.00% | 100.00% |
20.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 44'000 | 44'000 | 43'236 | 43'236 | 114'117 CHF | 114'549 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 44'000 | 44'000 | 43'351 | 43'351 | 113'848 CHF | 114'282 CHF | 100.00% | 100.00% |