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 | 0.22% | 4.60 CHF | 4.61 CHF | 48'000 | 48'000 | 48'157 | 48'157 | 222'589 CHF | 223'070 CHF | 100.00% | 100.00% |
02.12.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 241'254 CHF | 241'753 CHF | 100.00% | 100.00% |
29.11.2024 | 0.20% | 4.74 CHF | 4.75 CHF | 49'000 | 49'000 | 49'911 | 49'911 | 243'928 CHF | 244'427 CHF | 100.00% | 100.00% |
28.11.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 242'514 CHF | 243'014 CHF | 98.70% | 98.70% |
27.11.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 254'970 CHF | 255'480 CHF | 100.00% | 100.00% |
26.11.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 245'178 CHF | 245'678 CHF | 100.00% | 100.00% |
25.11.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 50'000 | 50'000 | 49'888 | 49'888 | 240'928 CHF | 241'427 CHF | 100.00% | 100.00% |
22.11.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 248'305 CHF | 248'810 CHF | 100.00% | 100.00% |
20.11.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 523'250 CHF | 524'277 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 103'000 | 103'000 | 102'766 | 102'766 | 521'710 CHF | 522'737 CHF | 100.00% | 100.00% |