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 | 0.56% | 11.20 CHF | 11.25 CHF | 32'150 | 32'150 | 29'870 | 29'870 | 333'376 CHF | 335'072 CHF | 100.00% | 100.00% |
02.12.2024 | 0.56% | 11.25 CHF | 11.30 CHF | 31'960 | 31'960 | 30'094 | 30'094 | 333'782 CHF | 335'484 CHF | 99.58% | 99.58% |
29.11.2024 | 0.57% | 11.10 CHF | 11.15 CHF | 32'280 | 32'280 | 30'215 | 30'215 | 332'545 CHF | 334'262 CHF | 99.99% | 99.99% |
28.11.2024 | 1.02% | 10.95 CHF | 11.10 CHF | 10'876 | 10'876 | 16'879 | 16'879 | 185'743 CHF | 187'512 CHF | 97.38% | 97.38% |
27.11.2024 | 0.58% | 10.60 CHF | 10.65 CHF | 33'760 | 33'760 | 30'733 | 30'733 | 331'870 CHF | 333'613 CHF | 99.97% | 99.97% |
26.11.2024 | 0.57% | 11.05 CHF | 11.10 CHF | 32'490 | 32'490 | 30'169 | 30'169 | 333'054 CHF | 334'769 CHF | 99.58% | 99.58% |
25.11.2024 | 0.55% | 11.10 CHF | 11.15 CHF | 32'340 | 32'340 | 29'319 | 29'319 | 334'938 CHF | 336'595 CHF | 99.44% | 99.44% |
22.11.2024 | 0.53% | 11.65 CHF | 11.70 CHF | 30'840 | 30'840 | 28'225 | 28'225 | 333'854 CHF | 335'457 CHF | 100.00% | 100.00% |
20.11.2024 | 0.53% | 11.75 CHF | 11.80 CHF | 30'660 | 30'660 | 28'281 | 28'281 | 336'170 CHF | 337'775 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 11.60 CHF | 11.65 CHF | 31'180 | 31'180 | 29'291 | 29'291 | 334'531 CHF | 336'197 CHF | 99.03% | 99.03% |