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 | 0.24% | 4.23 CHF | 4.24 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 204'697 CHF | 205'179 CHF | 100.00% | 100.00% |
02.12.2024 | 0.22% | 4.36 CHF | 4.37 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 222'689 CHF | 223'189 CHF | 100.00% | 100.00% |
29.11.2024 | 0.22% | 4.37 CHF | 4.38 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 225'397 CHF | 225'896 CHF | 100.00% | 100.00% |
28.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 223'883 CHF | 224'383 CHF | 100.00% | 100.00% |
27.11.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 236'039 CHF | 236'549 CHF | 100.00% | 100.00% |
26.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 226'594 CHF | 227'094 CHF | 99.99% | 99.99% |
25.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50'000 | 50'000 | 49'890 | 49'890 | 222'350 CHF | 222'849 CHF | 100.00% | 100.00% |
22.11.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 229'602 CHF | 230'107 CHF | 99.99% | 99.99% |
20.11.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 104'000 | 104'000 | 102'739 | 102'739 | 484'946 CHF | 485'974 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 103'000 | 103'000 | 102'765 | 102'765 | 483'418 CHF | 484'446 CHF | 100.00% | 100.00% |