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 | 0.12% | 8.87 CHF | 8.88 CHF | 120'000 | 120'000 | 47'505 | 47'505 | 420'348 CHF | 420'824 CHF | 100.00% | 100.00% |
02.12.2024 | 0.12% | 8.90 CHF | 8.91 CHF | 120'000 | 120'000 | 46'987 | 46'987 | 415'136 CHF | 415'607 CHF | 100.00% | 100.00% |
29.11.2024 | 0.12% | 8.81 CHF | 8.82 CHF | 120'000 | 120'000 | 45'911 | 45'911 | 400'738 CHF | 401'198 CHF | 99.95% | 99.95% |
28.11.2024 | 0.11% | 8.69 CHF | 8.70 CHF | 36'000 | 36'000 | 29'397 | 29'397 | 255'592 CHF | 255'886 CHF | 98.70% | 98.70% |
27.11.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 130'000 | 130'000 | 50'656 | 50'656 | 426'320 CHF | 426'828 CHF | 99.88% | 99.88% |
26.11.2024 | 0.12% | 8.69 CHF | 8.70 CHF | 120'000 | 120'000 | 47'498 | 47'498 | 414'246 CHF | 414'722 CHF | 99.52% | 99.52% |
25.11.2024 | 0.11% | 8.75 CHF | 8.76 CHF | 120'000 | 120'000 | 47'236 | 47'236 | 423'458 CHF | 423'933 CHF | 99.87% | 99.87% |
22.11.2024 | 0.11% | 9.32 CHF | 9.33 CHF | 120'000 | 120'000 | 47'014 | 47'014 | 444'742 CHF | 445'213 CHF | 99.95% | 99.95% |
20.11.2024 | 0.11% | 9.43 CHF | 9.44 CHF | 120'000 | 120'000 | 46'049 | 46'049 | 437'181 CHF | 437'643 CHF | 99.86% | 99.86% |
19.11.2024 | 0.11% | 9.28 CHF | 9.29 CHF | 120'000 | 120'000 | 47'622 | 47'622 | 435'488 CHF | 435'965 CHF | 97.53% | 97.53% |