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 | 0.59% | 10.65 CHF | 10.70 CHF | 32'160 | 32'160 | 29'852 | 29'852 | 316'926 CHF | 318'622 CHF | 100.00% | 100.00% |
02.12.2024 | 0.59% | 10.70 CHF | 10.75 CHF | 31'980 | 31'980 | 30'092 | 30'092 | 317'392 CHF | 319'095 CHF | 99.57% | 99.57% |
29.11.2024 | 0.60% | 10.60 CHF | 10.65 CHF | 32'290 | 32'290 | 30'227 | 30'227 | 316'425 CHF | 318'142 CHF | 99.98% | 99.98% |
28.11.2024 | 1.07% | 10.40 CHF | 10.55 CHF | 10'876 | 10'876 | 16'880 | 16'880 | 176'570 CHF | 178'340 CHF | 97.35% | 97.35% |
27.11.2024 | 0.61% | 10.05 CHF | 10.10 CHF | 33'760 | 33'760 | 30'723 | 30'723 | 315'189 CHF | 316'932 CHF | 99.97% | 99.97% |
26.11.2024 | 0.60% | 10.50 CHF | 10.55 CHF | 32'510 | 32'510 | 30'147 | 30'147 | 316'383 CHF | 318'097 CHF | 99.57% | 99.57% |
25.11.2024 | 0.57% | 10.55 CHF | 10.60 CHF | 32'340 | 32'340 | 29'326 | 29'326 | 319'052 CHF | 320'708 CHF | 99.42% | 99.42% |
22.11.2024 | 0.56% | 11.10 CHF | 11.15 CHF | 30'850 | 30'850 | 28'225 | 28'225 | 318'507 CHF | 320'110 CHF | 100.00% | 100.00% |
20.11.2024 | 0.55% | 11.20 CHF | 11.25 CHF | 30'680 | 30'680 | 28'286 | 28'286 | 321'005 CHF | 322'610 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 11.05 CHF | 11.10 CHF | 31'180 | 31'180 | 29'290 | 29'290 | 318'687 CHF | 320'354 CHF | 99.02% | 99.02% |