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 | 2.42% | 0.77 CHF | 0.78 CHF | 17'340 | 17'340 | 11'580 | 11'580 | 9'060 CHF | 9'265 CHF | 100.00% | 100.00% |
02.12.2024 | 2.37% | 0.75 CHF | 0.76 CHF | 17'380 | 17'380 | 11'542 | 11'542 | 9'181 CHF | 9'384 CHF | 99.53% | 99.53% |
29.11.2024 | 2.40% | 0.81 CHF | 0.82 CHF | 17'240 | 17'240 | 11'591 | 11'591 | 9'217 CHF | 9'422 CHF | 100.00% | 100.00% |
28.11.2024 | 4.48% | 0.77 CHF | 0.80 CHF | 5'796 | 5'796 | 6'530 | 6'530 | 4'988 CHF | 5'205 CHF | 100.00% | 100.00% |
27.11.2024 | 2.32% | 0.81 CHF | 0.82 CHF | 17'280 | 17'280 | 11'489 | 11'489 | 9'433 CHF | 9'637 CHF | 99.88% | 99.88% |
26.11.2024 | 2.45% | 0.74 CHF | 0.75 CHF | 17'470 | 17'470 | 11'630 | 11'630 | 8'965 CHF | 9'171 CHF | 99.55% | 99.55% |
25.11.2024 | 2.72% | 0.72 CHF | 0.73 CHF | 17'590 | 17'590 | 11'799 | 11'799 | 8'347 CHF | 8'557 CHF | 99.64% | 99.64% |
22.11.2024 | 2.89% | 0.66 CHF | 0.67 CHF | 17'810 | 17'810 | 11'868 | 11'868 | 7'833 CHF | 8'044 CHF | 99.41% | 99.41% |
20.11.2024 | 2.31% | 0.84 CHF | 0.85 CHF | 17'140 | 17'140 | 11'514 | 11'514 | 9'524 CHF | 9'728 CHF | 100.00% | 100.00% |
19.11.2024 | 2.27% | 0.84 CHF | 0.85 CHF | 17'250 | 17'250 | 11'474 | 11'474 | 9'649 CHF | 9'852 CHF | 98.36% | 98.36% |