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 | 2.68% | 0.34 CHF | 0.35 CHF | 58'000 | 58'000 | 57'651 | 57'651 | 21'355 CHF | 21'931 CHF | 100.00% | 100.00% |
02.12.2024 | 2.61% | 0.34 CHF | 0.35 CHF | 58'000 | 58'000 | 57'358 | 57'358 | 21'855 CHF | 22'428 CHF | 100.00% | 100.00% |
29.11.2024 | 2.61% | 0.46 CHF | 0.47 CHF | 57'000 | 57'000 | 57'530 | 57'530 | 21'848 CHF | 22'423 CHF | 100.00% | 100.00% |
28.11.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 57'000 | 57'000 | 57'565 | 57'565 | 21'114 CHF | 21'690 CHF | 99.93% | 99.93% |
27.11.2024 | 3.20% | 0.34 CHF | 0.35 CHF | 58'000 | 58'000 | 58'237 | 58'237 | 17'963 CHF | 18'545 CHF | 100.00% | 100.00% |
26.11.2024 | 2.32% | 0.40 CHF | 0.41 CHF | 57'000 | 57'000 | 57'024 | 57'024 | 24'315 CHF | 24'886 CHF | 100.00% | 100.00% |
25.11.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 57'000 | 57'000 | 56'821 | 56'821 | 25'683 CHF | 26'251 CHF | 100.00% | 100.00% |
22.11.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 57'000 | 57'000 | 56'886 | 56'886 | 25'722 CHF | 26'291 CHF | 99.64% | 99.64% |
20.11.2024 | 1.52% | 0.61 CHF | 0.62 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 35'566 CHF | 36'111 CHF | 99.44% | 99.44% |
19.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 54'000 | 54'000 | 54'323 | 54'323 | 36'965 CHF | 37'509 CHF | 100.00% | 100.00% |