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 | 0.25% | 4.03 CHF | 4.04 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 195'482 CHF | 195'964 CHF | 100.00% | 100.00% |
02.12.2024 | 0.23% | 4.17 CHF | 4.18 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 213'123 CHF | 213'622 CHF | 100.00% | 100.00% |
29.11.2024 | 0.23% | 4.18 CHF | 4.19 CHF | 49'000 | 49'000 | 49'911 | 49'911 | 215'861 CHF | 216'361 CHF | 100.00% | 100.00% |
28.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 214'305 CHF | 214'805 CHF | 100.00% | 100.00% |
27.11.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 226'305 CHF | 226'815 CHF | 100.00% | 100.00% |
26.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 217'008 CHF | 217'508 CHF | 99.99% | 99.99% |
25.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 50'000 | 50'000 | 49'892 | 49'892 | 212'795 CHF | 213'294 CHF | 100.00% | 100.00% |
22.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 219'977 CHF | 220'481 CHF | 100.00% | 100.00% |
20.11.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 104'000 | 104'000 | 102'739 | 102'739 | 465'209 CHF | 466'237 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 463'684 CHF | 464'712 CHF | 100.00% | 100.00% |