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 | 0.10% | 9.76 CHF | 9.77 CHF | 120'000 | 120'000 | 47'497 | 47'497 | 462'600 CHF | 463'076 CHF | 100.00% | 100.00% |
02.12.2024 | 0.11% | 9.80 CHF | 9.81 CHF | 120'000 | 120'000 | 46'986 | 46'986 | 457'101 CHF | 457'572 CHF | 100.00% | 100.00% |
29.11.2024 | 0.11% | 9.69 CHF | 9.70 CHF | 120'000 | 120'000 | 45'906 | 45'906 | 441'433 CHF | 441'893 CHF | 99.95% | 99.95% |
28.11.2024 | 0.10% | 9.58 CHF | 9.59 CHF | 36'000 | 36'000 | 29'394 | 29'394 | 281'718 CHF | 282'012 CHF | 98.70% | 98.70% |
27.11.2024 | 0.11% | 9.17 CHF | 9.18 CHF | 130'000 | 130'000 | 50'646 | 50'646 | 471'243 CHF | 471'751 CHF | 99.88% | 99.88% |
26.11.2024 | 0.11% | 9.58 CHF | 9.59 CHF | 120'000 | 120'000 | 47'498 | 47'498 | 456'662 CHF | 457'138 CHF | 99.52% | 99.52% |
25.11.2024 | 0.10% | 9.64 CHF | 9.65 CHF | 120'000 | 120'000 | 47'237 | 47'237 | 465'638 CHF | 466'113 CHF | 99.87% | 99.87% |
22.11.2024 | 0.10% | 10.22 CHF | 10.23 CHF | 120'000 | 120'000 | 47'014 | 47'014 | 486'902 CHF | 487'373 CHF | 99.95% | 99.95% |
20.11.2024 | 0.10% | 10.32 CHF | 10.33 CHF | 120'000 | 120'000 | 46'060 | 46'060 | 478'250 CHF | 478'712 CHF | 99.88% | 99.88% |
19.11.2024 | 0.10% | 10.16 CHF | 10.17 CHF | 120'000 | 120'000 | 47'622 | 47'622 | 477'720 CHF | 478'197 CHF | 97.53% | 97.53% |