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% | 9.38 CHF | 9.39 CHF | 120'000 | 120'000 | 47'505 | 47'505 | 444'483 CHF | 444'958 CHF | 100.00% | 100.00% |
02.12.2024 | 0.11% | 9.41 CHF | 9.42 CHF | 120'000 | 120'000 | 46'987 | 46'987 | 439'018 CHF | 439'489 CHF | 100.00% | 100.00% |
29.11.2024 | 0.11% | 9.31 CHF | 9.32 CHF | 120'000 | 120'000 | 45'910 | 45'910 | 423'952 CHF | 424'412 CHF | 99.95% | 99.95% |
28.11.2024 | 0.11% | 9.19 CHF | 9.20 CHF | 36'000 | 36'000 | 29'397 | 29'397 | 270'519 CHF | 270'813 CHF | 98.70% | 98.70% |
27.11.2024 | 0.11% | 8.79 CHF | 8.80 CHF | 130'000 | 130'000 | 50'645 | 50'645 | 451'882 CHF | 452'389 CHF | 99.88% | 99.88% |
26.11.2024 | 0.11% | 9.20 CHF | 9.21 CHF | 120'000 | 120'000 | 47'498 | 47'498 | 438'381 CHF | 438'857 CHF | 99.52% | 99.52% |
25.11.2024 | 0.11% | 9.25 CHF | 9.26 CHF | 120'000 | 120'000 | 47'237 | 47'237 | 447'488 CHF | 447'963 CHF | 99.87% | 99.87% |
22.11.2024 | 0.10% | 9.83 CHF | 9.84 CHF | 120'000 | 120'000 | 47'034 | 47'034 | 468'977 CHF | 469'448 CHF | 99.97% | 99.97% |
20.11.2024 | 0.10% | 9.94 CHF | 9.95 CHF | 120'000 | 120'000 | 46'043 | 46'043 | 460'427 CHF | 460'889 CHF | 99.86% | 99.86% |
19.11.2024 | 0.11% | 9.78 CHF | 9.79 CHF | 120'000 | 120'000 | 47'622 | 47'622 | 459'530 CHF | 460'007 CHF | 97.53% | 97.53% |