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 | 0.21% | 4.80 CHF | 4.81 CHF | 48'000 | 48'000 | 48'157 | 48'157 | 232'347 CHF | 232'829 CHF | 100.00% | 100.00% |
02.12.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 251'379 CHF | 251'878 CHF | 100.00% | 100.00% |
29.11.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 254'050 CHF | 254'549 CHF | 100.00% | 100.00% |
28.11.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 252'640 CHF | 253'140 CHF | 98.70% | 98.70% |
27.11.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 265'296 CHF | 265'806 CHF | 100.00% | 100.00% |
26.11.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 255'298 CHF | 255'798 CHF | 100.00% | 100.00% |
25.11.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 50'000 | 50'000 | 49'888 | 49'888 | 251'052 CHF | 251'551 CHF | 100.00% | 100.00% |
22.11.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 258'496 CHF | 259'001 CHF | 100.00% | 100.00% |
20.11.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 104'000 | 104'000 | 102'739 | 102'739 | 544'140 CHF | 545'167 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 103'000 | 103'000 | 102'766 | 102'766 | 542'562 CHF | 543'590 CHF | 100.00% | 100.00% |