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 | 0.65% | 2.30 CHF | 2.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'871 CHF | 56'237 CHF | 100.00% | 100.00% |
02.12.2024 | 0.75% | 2.34 CHF | 2.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'761 CHF | 57'185 CHF | 100.00% | 100.00% |
29.11.2024 | 0.65% | 2.33 CHF | 2.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'260 CHF | 58'641 CHF | 100.00% | 100.00% |
28.11.2024 | 0.71% | 2.32 CHF | 2.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'067 CHF | 58'480 CHF | 100.00% | 100.00% |
27.11.2024 | 0.69% | 2.32 CHF | 2.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'730 CHF | 58'128 CHF | 99.55% | 99.55% |
26.11.2024 | 0.63% | 2.29 CHF | 2.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'788 CHF | 58'155 CHF | 100.00% | 100.00% |
25.11.2024 | 0.69% | 2.38 CHF | 2.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'538 CHF | 60'954 CHF | 100.00% | 100.00% |
22.11.2024 | 0.70% | 2.42 CHF | 2.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'843 CHF | 60'262 CHF | 100.00% | 100.00% |
20.11.2024 | 0.63% | 2.32 CHF | 2.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'652 CHF | 60'027 CHF | 100.00% | 100.00% |
19.11.2024 | 0.66% | 2.36 CHF | 2.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'319 CHF | 58'703 CHF | 100.00% | 100.00% |