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 | 0.46% | 13.80 CHF | 13.85 CHF | 7'200 | 7'200 | 6'701 | 6'701 | 91'378 CHF | 91'759 CHF | 100.00% | 100.00% |
02.12.2024 | 0.47% | 13.90 CHF | 13.95 CHF | 7'210 | 7'210 | 6'794 | 6'794 | 90'254 CHF | 90'638 CHF | 99.56% | 99.56% |
29.11.2024 | 0.48% | 13.65 CHF | 13.70 CHF | 7'740 | 7'740 | 7'247 | 7'247 | 95'549 CHF | 95'960 CHF | 99.98% | 99.98% |
28.11.2024 | 0.86% | 13.05 CHF | 13.20 CHF | 2'606 | 2'606 | 3'942 | 3'942 | 51'544 CHF | 51'958 CHF | 97.33% | 97.33% |
27.11.2024 | 0.51% | 11.40 CHF | 11.45 CHF | 7'810 | 7'810 | 7'107 | 7'107 | 87'081 CHF | 87'484 CHF | 99.95% | 99.95% |
26.11.2024 | 0.48% | 13.00 CHF | 13.05 CHF | 7'650 | 7'650 | 7'104 | 7'104 | 93'490 CHF | 93'894 CHF | 99.54% | 99.54% |
25.11.2024 | 0.45% | 13.35 CHF | 13.40 CHF | 6'610 | 6'610 | 5'989 | 5'989 | 89'799 CHF | 90'156 CHF | 99.42% | 99.42% |
22.11.2024 | 0.40% | 16.00 CHF | 16.05 CHF | 5'670 | 5'670 | 5'183 | 5'183 | 88'534 CHF | 88'846 CHF | 100.00% | 100.00% |
20.11.2024 | 0.39% | 16.95 CHF | 17.00 CHF | 5'590 | 5'590 | 5'148 | 5'148 | 91'339 CHF | 91'649 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 16.45 CHF | 16.50 CHF | 6'470 | 6'470 | 6'080 | 6'080 | 94'930 CHF | 95'296 CHF | 100.00% | 100.00% |