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 | 0.78% | 2.55 CHF | 2.57 CHF | 43'000 | 43'000 | 43'092 | 43'092 | 109'436 CHF | 110'298 CHF | 100.00% | 100.00% |
02.12.2024 | 0.81% | 2.47 CHF | 2.49 CHF | 44'000 | 44'000 | 43'943 | 43'943 | 108'056 CHF | 108'935 CHF | 100.00% | 100.00% |
29.11.2024 | 0.78% | 2.58 CHF | 2.60 CHF | 43'000 | 43'000 | 43'186 | 43'186 | 109'818 CHF | 110'682 CHF | 99.58% | 99.58% |
28.11.2024 | 0.76% | 2.58 CHF | 2.60 CHF | 43'000 | 43'000 | 42'965 | 42'965 | 112'234 CHF | 113'094 CHF | 99.43% | 99.43% |
27.11.2024 | 0.81% | 2.47 CHF | 2.49 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 108'143 CHF | 109'023 CHF | 100.00% | 100.00% |
26.11.2024 | 0.78% | 2.53 CHF | 2.55 CHF | 43'000 | 43'000 | 43'001 | 43'001 | 110'285 CHF | 111'145 CHF | 100.00% | 100.00% |
25.11.2024 | 0.77% | 2.62 CHF | 2.64 CHF | 43'000 | 43'000 | 42'984 | 42'984 | 111'451 CHF | 112'311 CHF | 100.00% | 100.00% |
22.11.2024 | 0.81% | 2.48 CHF | 2.50 CHF | 44'000 | 44'000 | 44'002 | 44'002 | 107'661 CHF | 108'541 CHF | 100.00% | 100.00% |
20.11.2024 | 0.84% | 2.25 CHF | 2.27 CHF | 45'000 | 45'000 | 44'296 | 44'296 | 104'438 CHF | 105'324 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 2.40 CHF | 2.42 CHF | 44'000 | 44'000 | 44'425 | 44'425 | 105'537 CHF | 106'426 CHF | 99.86% | 99.86% |