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 | 0.60% | 10.45 CHF | 10.50 CHF | 32'140 | 32'140 | 29'871 | 29'871 | 310'967 CHF | 312'664 CHF | 100.00% | 100.00% |
02.12.2024 | 0.60% | 10.50 CHF | 10.55 CHF | 31'950 | 31'950 | 30'096 | 30'096 | 311'177 CHF | 312'880 CHF | 99.57% | 99.57% |
29.11.2024 | 0.61% | 10.40 CHF | 10.45 CHF | 32'280 | 32'280 | 30'219 | 30'219 | 309'994 CHF | 311'711 CHF | 99.98% | 99.98% |
28.11.2024 | 1.10% | 10.20 CHF | 10.35 CHF | 10'876 | 10'876 | 16'879 | 16'879 | 173'102 CHF | 174'872 CHF | 97.34% | 97.34% |
27.11.2024 | 0.55% | 9.87 CHF | 9.88 CHF | 33'760 | 33'760 | 30'729 | 30'729 | 308'957 CHF | 310'443 CHF | 99.96% | 99.96% |
26.11.2024 | 0.61% | 10.25 CHF | 10.30 CHF | 32'490 | 32'490 | 30'169 | 30'169 | 310'414 CHF | 312'129 CHF | 99.57% | 99.57% |
25.11.2024 | 0.58% | 10.35 CHF | 10.40 CHF | 32'400 | 32'400 | 29'321 | 29'321 | 312'857 CHF | 314'513 CHF | 99.42% | 99.42% |
22.11.2024 | 0.57% | 10.90 CHF | 10.95 CHF | 30'830 | 30'830 | 28'224 | 28'224 | 312'553 CHF | 314'156 CHF | 100.00% | 100.00% |
20.11.2024 | 0.56% | 11.00 CHF | 11.05 CHF | 30'660 | 30'660 | 28'283 | 28'283 | 315'011 CHF | 316'616 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 10.85 CHF | 10.90 CHF | 31'180 | 31'180 | 29'292 | 29'292 | 312'659 CHF | 314'325 CHF | 99.02% | 99.02% |