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 | 0.28% | 3.52 CHF | 3.53 CHF | 42'000 | 42'000 | 41'813 | 41'813 | 146'699 CHF | 147'118 CHF | 100.00% | 100.00% |
02.12.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 41'000 | 41'000 | 41'907 | 41'907 | 146'507 CHF | 146'926 CHF | 100.00% | 100.00% |
29.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 143'237 CHF | 143'657 CHF | 100.00% | 100.00% |
28.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 145'067 CHF | 145'487 CHF | 100.00% | 100.00% |
27.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 43'000 | 43'000 | 42'682 | 42'682 | 142'905 CHF | 143'332 CHF | 100.00% | 100.00% |
26.11.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 42'000 | 42'000 | 41'520 | 41'520 | 146'738 CHF | 147'153 CHF | 100.00% | 100.00% |
25.11.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 42'000 | 42'000 | 41'983 | 41'983 | 144'984 CHF | 145'404 CHF | 100.00% | 100.00% |
22.11.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 42'000 | 42'000 | 42'327 | 42'327 | 142'899 CHF | 143'322 CHF | 100.00% | 100.00% |
20.11.2024 | 0.31% | 3.14 CHF | 3.15 CHF | 44'000 | 44'000 | 43'236 | 43'236 | 139'028 CHF | 139'461 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 44'000 | 44'000 | 43'351 | 43'351 | 138'792 CHF | 139'226 CHF | 100.00% | 100.00% |