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 | 0.30% | 3.29 CHF | 3.30 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 159'814 CHF | 160'295 CHF | 100.00% | 100.00% |
02.12.2024 | 0.28% | 3.43 CHF | 3.44 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 176'110 CHF | 176'609 CHF | 100.00% | 100.00% |
29.11.2024 | 0.28% | 3.44 CHF | 3.45 CHF | 49'000 | 49'000 | 49'911 | 49'911 | 178'904 CHF | 179'404 CHF | 100.00% | 100.00% |
28.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 177'256 CHF | 177'755 CHF | 98.70% | 98.70% |
27.11.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 188'565 CHF | 189'075 CHF | 100.00% | 100.00% |
26.11.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 179'944 CHF | 180'444 CHF | 99.99% | 99.99% |
25.11.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 50'000 | 50'000 | 49'892 | 49'892 | 175'782 CHF | 176'281 CHF | 100.00% | 100.00% |
22.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 182'706 CHF | 183'210 CHF | 100.00% | 100.00% |
20.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 388'859 CHF | 389'886 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 103'000 | 103'000 | 102'766 | 102'766 | 387'378 CHF | 388'406 CHF | 100.00% | 100.00% |