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 | 0.20% | 4.98 CHF | 4.99 CHF | 48'000 | 48'000 | 48'157 | 48'157 | 241'280 CHF | 241'761 CHF | 100.00% | 100.00% |
02.12.2024 | 0.19% | 5.12 CHF | 5.13 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 260'645 CHF | 261'145 CHF | 100.00% | 100.00% |
29.11.2024 | 0.19% | 5.13 CHF | 5.14 CHF | 49'000 | 49'000 | 49'911 | 49'911 | 263'310 CHF | 263'809 CHF | 100.00% | 100.00% |
28.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 261'935 CHF | 262'434 CHF | 98.70% | 98.70% |
27.11.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 274'753 CHF | 275'263 CHF | 100.00% | 100.00% |
26.11.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 264'595 CHF | 265'095 CHF | 99.99% | 99.99% |
25.11.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 50'000 | 50'000 | 49'888 | 49'888 | 260'322 CHF | 260'822 CHF | 100.00% | 100.00% |
22.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 267'846 CHF | 268'351 CHF | 100.00% | 100.00% |
20.11.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 563'274 CHF | 564'301 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 103'000 | 103'000 | 102'766 | 102'766 | 561'707 CHF | 562'734 CHF | 100.00% | 100.00% |