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 | 0.12% | 2.50 CHF | 2.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'953 CHF | 62'028 CHF | 99.53% | 99.53% |
02.12.2024 | 0.13% | 2.36 CHF | 2.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'857 CHF | 56'932 CHF | 91.33% | 91.33% |
29.11.2024 | 1.49% | 2.35 CHF | 2.38 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 5'494 CHF | 5'576 CHF | 99.09% | 99.09% |
28.11.2024 | 1.46% | 2.17 CHF | 2.20 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 5'617 CHF | 5'700 CHF | 99.42% | 99.42% |
27.11.2024 | 0.14% | 2.06 CHF | 2.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'438 CHF | 52'513 CHF | 97.65% | 97.65% |
26.11.2024 | 0.14% | 2.16 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'149 CHF | 55'224 CHF | 99.80% | 99.80% |
25.11.2024 | 0.13% | 2.29 CHF | 2.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'283 CHF | 57'358 CHF | 99.56% | 99.56% |
22.11.2024 | 0.14% | 2.19 CHF | 2.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'219 CHF | 54'294 CHF | 99.89% | 99.89% |
20.11.2024 | 0.15% | 1.97 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'090 CHF | 51'165 CHF | 99.81% | 99.81% |
19.11.2024 | 1.61% | 2.01 CHF | 2.05 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 5'099 CHF | 5'181 CHF | 100.00% | 100.00% |