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 | 0.26% | 3.85 CHF | 3.86 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 186'531 CHF | 187'012 CHF | 100.00% | 100.00% |
02.12.2024 | 0.24% | 3.99 CHF | 4.00 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 203'838 CHF | 204'337 CHF | 100.00% | 100.00% |
29.11.2024 | 0.24% | 3.99 CHF | 4.00 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 206'571 CHF | 207'070 CHF | 100.00% | 100.00% |
28.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 205'032 CHF | 205'532 CHF | 98.70% | 98.70% |
27.11.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 216'823 CHF | 217'333 CHF | 100.00% | 100.00% |
26.11.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 207'709 CHF | 208'209 CHF | 100.00% | 100.00% |
25.11.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 50'000 | 50'000 | 49'892 | 49'892 | 203'503 CHF | 204'002 CHF | 100.00% | 100.00% |
22.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 50'000 | 50'000 | 50'464 | 50'464 | 210'623 CHF | 211'128 CHF | 100.00% | 100.00% |
20.11.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 446'042 CHF | 447'070 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 444'536 CHF | 445'564 CHF | 100.00% | 100.00% |