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 | 0.13% | 9.85 CHF | 9.86 CHF | 32'070 | 32'070 | 29'857 | 29'857 | 292'856 CHF | 293'196 CHF | 100.00% | 100.00% |
02.12.2024 | 0.13% | 9.88 CHF | 9.89 CHF | 31'920 | 31'920 | 30'088 | 30'088 | 292'989 CHF | 293'330 CHF | 99.58% | 99.58% |
29.11.2024 | 0.13% | 9.78 CHF | 9.79 CHF | 32'290 | 32'290 | 30'232 | 30'232 | 292'238 CHF | 292'581 CHF | 99.97% | 99.97% |
28.11.2024 | 0.23% | 9.65 CHF | 9.68 CHF | 10'880 | 10'880 | 16'441 | 16'441 | 158'849 CHF | 159'194 CHF | 97.37% | 97.37% |
27.11.2024 | 0.13% | 9.25 CHF | 9.26 CHF | 33'760 | 33'760 | 30'736 | 30'736 | 290'588 CHF | 290'937 CHF | 99.97% | 99.97% |
26.11.2024 | 0.13% | 9.67 CHF | 9.68 CHF | 32'500 | 32'500 | 30'153 | 30'153 | 292'184 CHF | 292'527 CHF | 99.58% | 99.58% |
25.11.2024 | 0.53% | 9.72 CHF | 9.73 CHF | 32'400 | 32'400 | 29'325 | 29'325 | 294'660 CHF | 296'036 CHF | 99.43% | 99.43% |
22.11.2024 | 0.60% | 10.30 CHF | 10.35 CHF | 30'880 | 30'880 | 28'220 | 28'220 | 294'864 CHF | 296'467 CHF | 100.00% | 100.00% |
20.11.2024 | 0.60% | 10.40 CHF | 10.45 CHF | 30'610 | 30'610 | 28'275 | 28'275 | 297'430 CHF | 299'035 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 10.25 CHF | 10.30 CHF | 31'210 | 31'210 | 29'296 | 29'296 | 294'690 CHF | 296'208 CHF | 99.03% | 99.03% |