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 | 1.49% | 1.27 CHF | 1.28 CHF | 17'360 | 17'360 | 11'578 | 11'578 | 14'782 CHF | 14'987 CHF | 100.00% | 100.00% |
02.12.2024 | 1.47% | 1.25 CHF | 1.26 CHF | 17'380 | 17'380 | 11'539 | 11'539 | 14'894 CHF | 15'098 CHF | 99.53% | 99.53% |
29.11.2024 | 1.49% | 1.31 CHF | 1.32 CHF | 17'240 | 17'240 | 11'590 | 11'590 | 14'926 CHF | 15'131 CHF | 100.00% | 100.00% |
28.11.2024 | 2.74% | 1.27 CHF | 1.30 CHF | 5'796 | 5'796 | 6'490 | 6'490 | 8'164 CHF | 8'380 CHF | 100.00% | 100.00% |
27.11.2024 | 1.46% | 1.30 CHF | 1.31 CHF | 17'280 | 17'280 | 11'488 | 11'488 | 15'097 CHF | 15'300 CHF | 99.88% | 99.88% |
26.11.2024 | 1.51% | 1.23 CHF | 1.24 CHF | 17'480 | 17'480 | 11'629 | 11'629 | 14'714 CHF | 14'920 CHF | 99.56% | 99.56% |
25.11.2024 | 1.60% | 1.22 CHF | 1.23 CHF | 17'590 | 17'590 | 11'798 | 11'798 | 14'191 CHF | 14'400 CHF | 99.64% | 99.64% |
22.11.2024 | 1.66% | 1.16 CHF | 1.17 CHF | 17'810 | 17'810 | 11'866 | 11'866 | 13'735 CHF | 13'946 CHF | 99.41% | 99.41% |
20.11.2024 | 1.45% | 1.33 CHF | 1.34 CHF | 17'150 | 17'150 | 11'517 | 11'517 | 15'216 CHF | 15'420 CHF | 100.00% | 100.00% |
19.11.2024 | 1.44% | 1.33 CHF | 1.34 CHF | 17'250 | 17'250 | 11'474 | 11'474 | 15'291 CHF | 15'495 CHF | 98.37% | 98.37% |