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 | 0.30% | 3.30 CHF | 3.31 CHF | 42'000 | 42'000 | 41'813 | 41'813 | 137'534 CHF | 137'952 CHF | 100.00% | 100.00% |
02.12.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 41'000 | 41'000 | 41'907 | 41'907 | 137'286 CHF | 137'706 CHF | 100.00% | 100.00% |
29.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 134'033 CHF | 134'453 CHF | 100.00% | 100.00% |
28.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 135'865 CHF | 136'285 CHF | 100.00% | 100.00% |
27.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 43'000 | 43'000 | 42'682 | 42'682 | 133'515 CHF | 133'942 CHF | 100.00% | 100.00% |
26.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 42'000 | 42'000 | 41'520 | 41'520 | 137'636 CHF | 138'051 CHF | 100.00% | 100.00% |
25.11.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 42'000 | 42'000 | 41'984 | 41'984 | 135'839 CHF | 136'259 CHF | 100.00% | 100.00% |
22.11.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 42'000 | 42'000 | 42'327 | 42'327 | 133'669 CHF | 134'092 CHF | 100.00% | 100.00% |
20.11.2024 | 0.33% | 2.92 CHF | 2.93 CHF | 44'000 | 44'000 | 43'236 | 43'236 | 129'556 CHF | 129'989 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 2.93 CHF | 2.94 CHF | 44'000 | 44'000 | 43'352 | 43'352 | 129'292 CHF | 129'725 CHF | 100.00% | 100.00% |