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 | 0.67% | 2.98 CHF | 3.00 CHF | 43'000 | 43'000 | 43'092 | 43'092 | 127'882 CHF | 128'744 CHF | 100.00% | 100.00% |
02.12.2024 | 0.69% | 2.90 CHF | 2.92 CHF | 44'000 | 44'000 | 43'943 | 43'943 | 126'846 CHF | 127'724 CHF | 100.00% | 100.00% |
29.11.2024 | 0.67% | 3.01 CHF | 3.03 CHF | 43'000 | 43'000 | 43'186 | 43'186 | 128'296 CHF | 129'159 CHF | 99.57% | 99.57% |
28.11.2024 | 0.66% | 3.01 CHF | 3.03 CHF | 43'000 | 43'000 | 42'965 | 42'965 | 130'609 CHF | 131'468 CHF | 99.42% | 99.42% |
27.11.2024 | 0.69% | 2.90 CHF | 2.92 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 126'955 CHF | 127'835 CHF | 100.00% | 100.00% |
26.11.2024 | 0.67% | 2.96 CHF | 2.98 CHF | 43'000 | 43'000 | 43'001 | 43'001 | 128'679 CHF | 129'539 CHF | 100.00% | 100.00% |
25.11.2024 | 0.66% | 3.05 CHF | 3.07 CHF | 43'000 | 43'000 | 42'982 | 42'982 | 129'797 CHF | 130'657 CHF | 100.00% | 100.00% |
22.11.2024 | 0.69% | 2.91 CHF | 2.93 CHF | 44'000 | 44'000 | 44'002 | 44'002 | 126'453 CHF | 127'333 CHF | 100.00% | 100.00% |
20.11.2024 | 0.72% | 2.68 CHF | 2.70 CHF | 45'000 | 45'000 | 44'296 | 44'296 | 123'339 CHF | 124'225 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 2.83 CHF | 2.85 CHF | 44'000 | 44'000 | 44'425 | 44'425 | 124'506 CHF | 125'395 CHF | 99.85% | 99.85% |