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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11.12.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 104'351 CHF | 105'251 CHF | 100.00% | 100.00% |
10.12.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 103'444 CHF | 104'344 CHF | 100.00% | 100.00% |
09.12.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 104'265 CHF | 105'165 CHF | 100.00% | 100.00% |
06.12.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 90'000 | 90'000 | 89'971 | 89'971 | 102'239 CHF | 103'139 CHF | 100.00% | 100.00% |
05.12.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 102'310 CHF | 103'210 CHF | 100.00% | 100.00% |
04.12.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 98'505 CHF | 99'405 CHF | 100.00% | 100.00% |
03.12.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 91'683 CHF | 92'583 CHF | 100.00% | 100.00% |
02.12.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 90'000 | 90'000 | 89'976 | 89'976 | 91'045 CHF | 91'945 CHF | 100.00% | 100.00% |
29.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 87'291 CHF | 88'191 CHF | 99.99% | 99.99% |
28.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 89'213 CHF | 90'113 CHF | 100.00% | 100.00% |