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 | 0.58% | 10.85 CHF | 10.90 CHF | 32'060 | 32'060 | 29'857 | 29'857 | 323'169 CHF | 324'865 CHF | 100.00% | 100.00% |
02.12.2024 | 0.58% | 10.90 CHF | 10.95 CHF | 31'880 | 31'880 | 30'102 | 30'102 | 323'834 CHF | 325'537 CHF | 99.58% | 99.58% |
29.11.2024 | 0.59% | 10.80 CHF | 10.85 CHF | 32'310 | 32'310 | 30'239 | 30'239 | 322'992 CHF | 324'709 CHF | 99.99% | 99.99% |
28.11.2024 | 1.05% | 10.65 CHF | 10.80 CHF | 10'880 | 10'880 | 16'879 | 16'879 | 180'047 CHF | 181'817 CHF | 97.39% | 97.39% |
27.11.2024 | 0.60% | 10.25 CHF | 10.30 CHF | 33'750 | 33'750 | 30'721 | 30'721 | 321'582 CHF | 323'324 CHF | 99.97% | 99.97% |
26.11.2024 | 0.59% | 10.70 CHF | 10.75 CHF | 32'410 | 32'410 | 30'154 | 30'154 | 322'828 CHF | 324'542 CHF | 99.59% | 99.59% |
25.11.2024 | 0.56% | 10.75 CHF | 10.80 CHF | 32'340 | 32'340 | 29'321 | 29'321 | 325'105 CHF | 326'761 CHF | 99.44% | 99.44% |
22.11.2024 | 0.55% | 11.30 CHF | 11.35 CHF | 30'880 | 30'880 | 28'223 | 28'223 | 324'397 CHF | 326'000 CHF | 100.00% | 100.00% |
20.11.2024 | 0.54% | 11.40 CHF | 11.45 CHF | 30'710 | 30'710 | 28'281 | 28'281 | 326'829 CHF | 328'435 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 11.25 CHF | 11.30 CHF | 31'180 | 31'180 | 29'295 | 29'295 | 324'834 CHF | 326'501 CHF | 99.03% | 99.03% |