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 | 0.62% | 10.25 CHF | 10.30 CHF | 32'130 | 32'130 | 29'861 | 29'861 | 304'691 CHF | 306'387 CHF | 100.00% | 100.00% |
02.12.2024 | 0.62% | 10.30 CHF | 10.35 CHF | 31'940 | 31'940 | 30'092 | 30'092 | 304'788 CHF | 306'488 CHF | 99.58% | 99.58% |
29.11.2024 | 0.60% | 10.15 CHF | 10.20 CHF | 32'260 | 32'260 | 30'220 | 30'220 | 303'857 CHF | 305'500 CHF | 99.99% | 99.99% |
28.11.2024 | 1.12% | 10.00 CHF | 10.15 CHF | 10'876 | 10'876 | 16'878 | 16'878 | 169'583 CHF | 171'363 CHF | 97.39% | 97.39% |
27.11.2024 | 0.16% | 9.67 CHF | 9.68 CHF | 33'760 | 33'760 | 30'735 | 30'735 | 303'225 CHF | 303'623 CHF | 99.97% | 99.97% |
26.11.2024 | 0.62% | 10.05 CHF | 10.10 CHF | 32'460 | 32'460 | 30'166 | 30'166 | 304'181 CHF | 305'895 CHF | 99.59% | 99.59% |
25.11.2024 | 0.59% | 10.10 CHF | 10.15 CHF | 32'380 | 32'380 | 29'322 | 29'322 | 306'677 CHF | 308'333 CHF | 99.44% | 99.44% |
22.11.2024 | 0.58% | 10.70 CHF | 10.75 CHF | 30'830 | 30'830 | 28'220 | 28'220 | 306'558 CHF | 308'161 CHF | 100.00% | 100.00% |
20.11.2024 | 0.57% | 10.80 CHF | 10.85 CHF | 30'640 | 30'640 | 28'283 | 28'283 | 309'175 CHF | 310'780 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 10.65 CHF | 10.70 CHF | 31'180 | 31'180 | 29'288 | 29'288 | 306'585 CHF | 308'252 CHF | 99.03% | 99.03% |