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 | 0.11% | 9.58 CHF | 9.59 CHF | 120'000 | 120'000 | 47'505 | 47'505 | 453'899 CHF | 454'375 CHF | 100.00% | 100.00% |
02.12.2024 | 0.11% | 9.61 CHF | 9.62 CHF | 120'000 | 120'000 | 46'986 | 46'986 | 448'392 CHF | 448'863 CHF | 100.00% | 100.00% |
29.11.2024 | 0.11% | 9.51 CHF | 9.52 CHF | 120'000 | 120'000 | 45'910 | 45'910 | 433'022 CHF | 433'481 CHF | 99.95% | 99.95% |
28.11.2024 | 0.11% | 9.39 CHF | 9.40 CHF | 36'000 | 36'000 | 29'397 | 29'397 | 276'341 CHF | 276'635 CHF | 98.70% | 98.70% |
27.11.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 130'000 | 130'000 | 50'660 | 50'660 | 462'032 CHF | 462'540 CHF | 99.90% | 99.90% |
26.11.2024 | 0.11% | 9.40 CHF | 9.41 CHF | 120'000 | 120'000 | 47'498 | 47'498 | 447'861 CHF | 448'336 CHF | 99.52% | 99.52% |
25.11.2024 | 0.11% | 9.45 CHF | 9.46 CHF | 120'000 | 120'000 | 47'235 | 47'235 | 456'888 CHF | 457'362 CHF | 99.86% | 99.86% |
22.11.2024 | 0.10% | 10.03 CHF | 10.04 CHF | 120'000 | 120'000 | 47'035 | 47'035 | 478'393 CHF | 478'864 CHF | 99.98% | 99.98% |
20.11.2024 | 0.10% | 10.14 CHF | 10.15 CHF | 120'000 | 120'000 | 46'043 | 46'043 | 469'597 CHF | 470'058 CHF | 99.86% | 99.86% |
19.11.2024 | 0.10% | 9.98 CHF | 9.99 CHF | 120'000 | 120'000 | 47'622 | 47'622 | 468'936 CHF | 469'413 CHF | 97.53% | 97.53% |