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 | 0.28% | 3.48 CHF | 3.49 CHF | 48'000 | 48'000 | 48'157 | 48'157 | 168'779 CHF | 169'261 CHF | 100.00% | 100.00% |
02.12.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 185'410 CHF | 185'909 CHF | 100.00% | 100.00% |
29.11.2024 | 0.26% | 3.62 CHF | 3.63 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 188'183 CHF | 188'682 CHF | 100.00% | 100.00% |
28.11.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 186'582 CHF | 187'082 CHF | 98.70% | 98.70% |
27.11.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 198'053 CHF | 198'563 CHF | 100.00% | 100.00% |
26.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 189'254 CHF | 189'754 CHF | 100.00% | 100.00% |
25.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 50'000 | 50'000 | 49'890 | 49'890 | 185'064 CHF | 185'563 CHF | 100.00% | 100.00% |
22.11.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50'000 | 50'000 | 50'464 | 50'464 | 192'062 CHF | 192'567 CHF | 99.99% | 99.99% |
20.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 104'000 | 104'000 | 102'739 | 102'739 | 408'031 CHF | 409'058 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 406'555 CHF | 407'583 CHF | 100.00% | 100.00% |