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 | 2.04% | 77.30 CHF | 78.90 CHF | 9'800 | 9'800 | 9'797 | 9'797 | 760'866 CHF | 776'532 CHF | 100.00% | 100.00% |
02.12.2024 | 2.03% | 78.10 CHF | 79.70 CHF | 9'800 | 9'800 | 9'783 | 9'783 | 762'223 CHF | 777'866 CHF | 100.00% | 100.00% |
29.11.2024 | 1.97% | 77.50 CHF | 78.90 CHF | 9'800 | 9'800 | 9'833 | 9'833 | 758'490 CHF | 773'550 CHF | 100.00% | 100.00% |
28.11.2024 | 2.05% | 77.50 CHF | 79.10 CHF | 9'800 | 9'800 | 9'821 | 9'821 | 759'086 CHF | 774'789 CHF | 100.00% | 100.00% |
27.11.2024 | 2.07% | 76.70 CHF | 78.30 CHF | 9'900 | 9'900 | 9'885 | 9'885 | 756'328 CHF | 772'135 CHF | 100.00% | 100.00% |
26.11.2024 | 2.07% | 76.50 CHF | 78.10 CHF | 9'900 | 9'900 | 9'910 | 9'910 | 755'664 CHF | 771'462 CHF | 100.00% | 100.00% |
25.11.2024 | 1.89% | 76.70 CHF | 78.10 CHF | 9'900 | 9'900 | 9'868 | 9'868 | 759'723 CHF | 774'237 CHF | 100.00% | 100.00% |
22.11.2024 | 1.90% | 77.30 CHF | 78.90 CHF | 9'800 | 9'800 | 9'841 | 9'841 | 759'142 CHF | 773'695 CHF | 99.99% | 99.99% |
20.11.2024 | 1.92% | 77.30 CHF | 78.90 CHF | 9'800 | 9'800 | 9'782 | 9'782 | 762'312 CHF | 777'089 CHF | 100.00% | 100.00% |
19.11.2024 | 1.89% | 77.50 CHF | 79.10 CHF | 9'800 | 9'800 | 9'779 | 9'779 | 764'065 CHF | 778'630 CHF | 100.00% | 100.00% |