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 | 0.68% | 11'760.00 CHF | 11'840.00 CHF | 300 | 300 | 300 | 300 | 3'531'080 CHF | 3'555'080 CHF | 100.00% | 100.00% |
02.12.2024 | 0.68% | 11'770.00 CHF | 11'850.00 CHF | 300 | 300 | 300 | 300 | 3'525'100 CHF | 3'549'100 CHF | 100.00% | 100.00% |
29.11.2024 | 0.68% | 11'700.00 CHF | 11'780.00 CHF | 300 | 300 | 300 | 300 | 3'497'220 CHF | 3'521'220 CHF | 99.99% | 99.99% |
28.11.2024 | 0.68% | 11'650.00 CHF | 11'730.00 CHF | 300 | 300 | 300 | 300 | 3'492'230 CHF | 3'516'230 CHF | 100.00% | 100.00% |
27.11.2024 | 0.61% | 11'590.00 CHF | 11'660.00 CHF | 300 | 300 | 300 | 300 | 3'476'450 CHF | 3'497'620 CHF | 100.00% | 100.00% |
26.11.2024 | 0.65% | 11'600.00 CHF | 11'670.00 CHF | 300 | 300 | 300 | 300 | 3'482'090 CHF | 3'504'640 CHF | 99.99% | 99.99% |
25.11.2024 | 0.68% | 11'650.00 CHF | 11'730.00 CHF | 300 | 300 | 300 | 300 | 3'496'920 CHF | 3'520'920 CHF | 100.00% | 100.00% |
22.11.2024 | 0.68% | 11'670.00 CHF | 11'750.00 CHF | 300 | 300 | 300 | 300 | 3'491'790 CHF | 3'515'630 CHF | 99.99% | 99.99% |
20.11.2024 | 0.60% | 11'520.00 CHF | 11'590.00 CHF | 300 | 300 | 300 | 300 | 3'469'370 CHF | 3'490'390 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 11'510.00 CHF | 11'580.00 CHF | 300 | 300 | 300 | 300 | 3'453'850 CHF | 3'474'900 CHF | 100.00% | 100.00% |