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 | 1.85% | 1.01 CHF | 1.02 CHF | 17'350 | 17'350 | 11'581 | 11'581 | 11'870 CHF | 12'074 CHF | 100.00% | 100.00% |
02.12.2024 | 1.82% | 1.00 CHF | 1.01 CHF | 17'380 | 17'380 | 11'537 | 11'537 | 11'980 CHF | 12'184 CHF | 99.53% | 99.53% |
29.11.2024 | 1.85% | 1.05 CHF | 1.06 CHF | 17'250 | 17'250 | 11'590 | 11'590 | 12'006 CHF | 12'211 CHF | 100.00% | 100.00% |
28.11.2024 | 3.43% | 1.01 CHF | 1.04 CHF | 5'796 | 5'796 | 6'529 | 6'529 | 6'560 CHF | 6'777 CHF | 100.00% | 100.00% |
27.11.2024 | 1.80% | 1.05 CHF | 1.06 CHF | 17'280 | 17'280 | 11'489 | 11'489 | 12'204 CHF | 12'407 CHF | 99.88% | 99.88% |
26.11.2024 | 1.87% | 0.98 CHF | 0.99 CHF | 17'470 | 17'470 | 11'630 | 11'630 | 11'780 CHF | 11'985 CHF | 99.55% | 99.55% |
25.11.2024 | 2.02% | 0.97 CHF | 0.98 CHF | 17'590 | 17'590 | 11'800 | 11'800 | 11'216 CHF | 11'426 CHF | 99.64% | 99.64% |
22.11.2024 | 2.12% | 0.90 CHF | 0.91 CHF | 17'810 | 17'810 | 11'869 | 11'869 | 10'717 CHF | 10'928 CHF | 99.41% | 99.41% |
20.11.2024 | 1.79% | 1.08 CHF | 1.09 CHF | 17'140 | 17'140 | 11'517 | 11'517 | 12'301 CHF | 12'505 CHF | 100.00% | 100.00% |
19.11.2024 | 1.77% | 1.08 CHF | 1.09 CHF | 17'250 | 17'250 | 11'474 | 11'474 | 12'412 CHF | 12'616 CHF | 98.38% | 98.38% |