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 | 0.40% | 12.65 CHF | 12.70 CHF | 2'650 | 2'650 | 2'625 | 2'625 | 33'115 CHF | 33'247 CHF | 100.00% | 100.00% |
02.12.2024 | 0.41% | 12.25 CHF | 12.30 CHF | 2'650 | 2'650 | 2'655 | 2'655 | 32'429 CHF | 32'562 CHF | 100.00% | 100.00% |
29.11.2024 | 0.40% | 12.85 CHF | 12.90 CHF | 2'650 | 2'650 | 2'625 | 2'625 | 33'151 CHF | 33'283 CHF | 100.00% | 100.00% |
28.11.2024 | 0.39% | 12.80 CHF | 12.85 CHF | 2'650 | 2'650 | 2'610 | 2'610 | 33'856 CHF | 33'987 CHF | 100.00% | 100.00% |
27.11.2024 | 0.41% | 12.25 CHF | 12.30 CHF | 2'700 | 2'700 | 2'663 | 2'663 | 32'504 CHF | 32'637 CHF | 100.00% | 100.00% |
26.11.2024 | 0.40% | 12.55 CHF | 12.60 CHF | 2'650 | 2'650 | 2'620 | 2'620 | 33'353 CHF | 33'484 CHF | 100.00% | 100.00% |
25.11.2024 | 0.39% | 13.05 CHF | 13.10 CHF | 2'600 | 2'600 | 2'615 | 2'615 | 33'648 CHF | 33'779 CHF | 100.00% | 100.00% |
22.11.2024 | 0.41% | 12.35 CHF | 12.40 CHF | 2'650 | 2'650 | 2'659 | 2'659 | 32'308 CHF | 32'441 CHF | 99.91% | 99.91% |
20.11.2024 | 0.43% | 11.15 CHF | 11.20 CHF | 2'750 | 2'750 | 2'703 | 2'703 | 31'652 CHF | 31'787 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 11.95 CHF | 12.00 CHF | 2'700 | 2'700 | 2'696 | 2'696 | 31'822 CHF | 31'957 CHF | 98.70% | 98.70% |