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 | 0.60% | 1.64 CHF | 1.65 CHF | 58'000 | 58'000 | 57'651 | 57'651 | 96'148 CHF | 96'725 CHF | 100.00% | 100.00% |
02.12.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 58'000 | 58'000 | 57'358 | 57'358 | 96'298 CHF | 96'872 CHF | 100.00% | 100.00% |
29.11.2024 | 0.59% | 1.75 CHF | 1.76 CHF | 57'000 | 57'000 | 57'530 | 57'530 | 96'432 CHF | 97'007 CHF | 100.00% | 100.00% |
28.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 57'000 | 57'000 | 57'565 | 57'565 | 95'836 CHF | 96'412 CHF | 99.92% | 99.92% |
27.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 58'000 | 58'000 | 58'238 | 58'238 | 93'362 CHF | 93'945 CHF | 100.00% | 100.00% |
26.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 57'000 | 57'000 | 57'024 | 57'024 | 98'243 CHF | 98'813 CHF | 100.00% | 100.00% |
25.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 57'000 | 57'000 | 56'828 | 56'828 | 99'424 CHF | 99'992 CHF | 100.00% | 100.00% |
22.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 57'000 | 57'000 | 56'886 | 56'886 | 99'159 CHF | 99'728 CHF | 99.64% | 99.64% |
20.11.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 106'436 CHF | 106'981 CHF | 99.43% | 99.43% |
19.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 54'000 | 54'000 | 54'323 | 54'323 | 107'457 CHF | 108'001 CHF | 100.00% | 100.00% |