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 | 0.55% | 3.62 CHF | 3.64 CHF | 43'000 | 43'000 | 43'092 | 43'092 | 155'661 CHF | 156'523 CHF | 100.00% | 100.00% |
02.12.2024 | 0.56% | 3.54 CHF | 3.56 CHF | 44'000 | 44'000 | 43'943 | 43'943 | 155'180 CHF | 156'059 CHF | 100.00% | 100.00% |
29.11.2024 | 0.55% | 3.66 CHF | 3.68 CHF | 43'000 | 43'000 | 43'186 | 43'186 | 156'111 CHF | 156'974 CHF | 99.57% | 99.57% |
28.11.2024 | 0.54% | 3.65 CHF | 3.67 CHF | 43'000 | 43'000 | 42'965 | 42'965 | 158'299 CHF | 159'158 CHF | 99.42% | 99.42% |
27.11.2024 | 0.57% | 3.54 CHF | 3.56 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 155'280 CHF | 156'160 CHF | 100.00% | 100.00% |
26.11.2024 | 0.55% | 3.60 CHF | 3.62 CHF | 43'000 | 43'000 | 43'001 | 43'001 | 156'352 CHF | 157'212 CHF | 100.00% | 100.00% |
25.11.2024 | 0.54% | 3.70 CHF | 3.72 CHF | 43'000 | 43'000 | 42'982 | 42'982 | 157'467 CHF | 158'327 CHF | 100.00% | 100.00% |
22.11.2024 | 0.57% | 3.55 CHF | 3.57 CHF | 44'000 | 44'000 | 44'002 | 44'002 | 154'770 CHF | 155'650 CHF | 100.00% | 100.00% |
20.11.2024 | 0.58% | 3.32 CHF | 3.34 CHF | 45'000 | 45'000 | 44'296 | 44'296 | 151'844 CHF | 152'730 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 3.47 CHF | 3.49 CHF | 44'000 | 44'000 | 44'425 | 44'425 | 153'081 CHF | 153'969 CHF | 99.85% | 99.85% |