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 | 0.29% | 3.53 CHF | 3.54 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 66'206 CHF | 66'394 CHF | 100.00% | 100.00% |
02.12.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 65'976 CHF | 66'164 CHF | 99.99% | 99.99% |
29.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 64'392 CHF | 64'581 CHF | 100.00% | 100.00% |
28.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 65'199 CHF | 65'387 CHF | 100.00% | 100.00% |
27.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 19'000 | 19'000 | 18'821 | 18'821 | 63'237 CHF | 63'426 CHF | 100.00% | 100.00% |
26.11.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 66'684 CHF | 66'873 CHF | 100.00% | 100.00% |
25.11.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 65'176 CHF | 65'365 CHF | 100.00% | 100.00% |
22.11.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 19'000 | 19'000 | 18'822 | 18'822 | 63'754 CHF | 63'942 CHF | 99.98% | 99.98% |
20.11.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 63'953 CHF | 64'152 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 63'692 CHF | 63'890 CHF | 98.98% | 98.98% |