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 | 0.32% | 3.17 CHF | 3.18 CHF | 42'000 | 42'000 | 41'813 | 41'813 | 132'065 CHF | 132'483 CHF | 100.00% | 100.00% |
02.12.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 41'000 | 41'000 | 41'907 | 41'907 | 131'839 CHF | 132'258 CHF | 100.00% | 100.00% |
29.11.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 128'573 CHF | 128'993 CHF | 100.00% | 100.00% |
28.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 130'367 CHF | 130'787 CHF | 100.00% | 100.00% |
27.11.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 43'000 | 43'000 | 42'682 | 42'682 | 127'966 CHF | 128'393 CHF | 100.00% | 100.00% |
26.11.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 42'000 | 42'000 | 41'520 | 41'520 | 132'238 CHF | 132'653 CHF | 100.00% | 100.00% |
25.11.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 42'000 | 42'000 | 41'985 | 41'985 | 130'331 CHF | 130'751 CHF | 100.00% | 100.00% |
22.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 42'000 | 42'000 | 42'327 | 42'327 | 128'124 CHF | 128'547 CHF | 100.00% | 100.00% |
20.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 44'000 | 44'000 | 43'236 | 43'236 | 123'896 CHF | 124'328 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 44'000 | 44'000 | 43'352 | 43'352 | 123'656 CHF | 124'090 CHF | 100.00% | 100.00% |