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 | 0.68% | 2.21 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'621 CHF | 53'988 CHF | 100.00% | 100.00% |
02.12.2024 | 0.71% | 2.25 CHF | 2.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'511 CHF | 54'901 CHF | 100.00% | 100.00% |
29.11.2024 | 0.67% | 2.24 CHF | 2.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'986 CHF | 56'361 CHF | 100.00% | 100.00% |
28.11.2024 | 0.77% | 2.23 CHF | 2.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'797 CHF | 56'230 CHF | 100.00% | 100.00% |
27.11.2024 | 0.66% | 2.23 CHF | 2.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'480 CHF | 55'847 CHF | 99.55% | 99.55% |
26.11.2024 | 0.70% | 2.20 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'516 CHF | 55'905 CHF | 100.00% | 100.00% |
25.11.2024 | 0.71% | 2.29 CHF | 2.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'288 CHF | 58'704 CHF | 100.00% | 100.00% |
22.11.2024 | 0.68% | 2.33 CHF | 2.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'593 CHF | 57'984 CHF | 100.00% | 100.00% |
20.11.2024 | 0.66% | 2.23 CHF | 2.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'398 CHF | 57'777 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 2.26 CHF | 2.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'040 CHF | 56'453 CHF | 100.00% | 100.00% |