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 | 0.23% | 4.41 CHF | 4.42 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 213'642 CHF | 214'124 CHF | 100.00% | 100.00% |
02.12.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 231'969 CHF | 232'469 CHF | 100.00% | 100.00% |
29.11.2024 | 0.21% | 4.56 CHF | 4.57 CHF | 49'000 | 49'000 | 49'911 | 49'911 | 234'679 CHF | 235'178 CHF | 100.00% | 100.00% |
28.11.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 233'207 CHF | 233'707 CHF | 98.70% | 98.70% |
27.11.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 245'518 CHF | 246'028 CHF | 100.00% | 100.00% |
26.11.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 235'865 CHF | 236'365 CHF | 100.00% | 100.00% |
25.11.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 50'000 | 50'000 | 49'888 | 49'888 | 231'639 CHF | 232'138 CHF | 100.00% | 100.00% |
22.11.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 238'961 CHF | 239'465 CHF | 99.99% | 99.99% |
20.11.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 504'101 CHF | 505'129 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 103'000 | 103'000 | 102'766 | 102'766 | 502'551 CHF | 503'578 CHF | 100.00% | 100.00% |