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% | 3.41 CHF | 3.42 CHF | 42'000 | 42'000 | 41'813 | 41'813 | 142'180 CHF | 142'598 CHF | 100.00% | 100.00% |
02.12.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 41'000 | 41'000 | 41'907 | 41'907 | 141'929 CHF | 142'349 CHF | 100.00% | 100.00% |
29.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 138'697 CHF | 139'117 CHF | 100.00% | 100.00% |
28.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 140'485 CHF | 140'905 CHF | 100.00% | 100.00% |
27.11.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 43'000 | 43'000 | 42'682 | 42'682 | 138'246 CHF | 138'673 CHF | 100.00% | 100.00% |
26.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 42'000 | 42'000 | 41'520 | 41'520 | 142'249 CHF | 142'664 CHF | 100.00% | 100.00% |
25.11.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 42'000 | 42'000 | 41'983 | 41'983 | 140'454 CHF | 140'874 CHF | 100.00% | 100.00% |
22.11.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 42'000 | 42'000 | 42'327 | 42'327 | 138'325 CHF | 138'748 CHF | 100.00% | 100.00% |
20.11.2024 | 0.32% | 3.03 CHF | 3.04 CHF | 44'000 | 44'000 | 43'236 | 43'236 | 134'312 CHF | 134'745 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 44'000 | 44'000 | 43'352 | 43'352 | 134'094 CHF | 134'528 CHF | 100.00% | 100.00% |