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% | 9.07 CHF | 9.08 CHF | 120'000 | 120'000 | 47'497 | 47'497 | 429'940 CHF | 430'415 CHF | 100.00% | 100.00% |
02.12.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 120'000 | 120'000 | 46'986 | 46'986 | 424'681 CHF | 425'152 CHF | 100.00% | 100.00% |
29.11.2024 | 0.11% | 9.01 CHF | 9.02 CHF | 120'000 | 120'000 | 45'906 | 45'906 | 410'003 CHF | 410'463 CHF | 99.95% | 99.95% |
28.11.2024 | 0.11% | 8.89 CHF | 8.90 CHF | 36'000 | 36'000 | 29'479 | 29'479 | 262'317 CHF | 262'612 CHF | 100.00% | 100.00% |
27.11.2024 | 0.12% | 8.48 CHF | 8.49 CHF | 130'000 | 130'000 | 50'660 | 50'660 | 436'639 CHF | 437'146 CHF | 99.90% | 99.90% |
26.11.2024 | 0.11% | 8.89 CHF | 8.90 CHF | 120'000 | 120'000 | 47'498 | 47'498 | 423'940 CHF | 424'416 CHF | 99.52% | 99.52% |
25.11.2024 | 0.11% | 8.95 CHF | 8.96 CHF | 120'000 | 120'000 | 47'236 | 47'236 | 433'100 CHF | 433'575 CHF | 99.87% | 99.87% |
22.11.2024 | 0.11% | 9.52 CHF | 9.53 CHF | 120'000 | 120'000 | 47'009 | 47'009 | 454'343 CHF | 454'814 CHF | 99.94% | 99.94% |
20.11.2024 | 0.10% | 9.64 CHF | 9.65 CHF | 120'000 | 120'000 | 46'038 | 46'038 | 446'447 CHF | 446'909 CHF | 99.85% | 99.85% |
19.11.2024 | 0.11% | 9.48 CHF | 9.49 CHF | 120'000 | 120'000 | 47'621 | 47'621 | 445'149 CHF | 445'626 CHF | 97.53% | 97.53% |