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 | 0.62% | 2.51 CHF | 2.52 CHF | 25'000 | 25'000 | 28'096 | 25'000 | 68'592 CHF | 61'538 CHF | 100.00% | 100.00% |
02.12.2024 | 0.62% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 29'047 | 25'000 | 72'106 CHF | 62'472 CHF | 100.00% | 100.00% |
29.11.2024 | 0.57% | 2.54 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'563 CHF | 63'924 CHF | 100.00% | 100.00% |
28.11.2024 | 0.62% | 2.53 CHF | 2.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'360 CHF | 63'752 CHF | 100.00% | 100.00% |
27.11.2024 | 0.65% | 2.53 CHF | 2.55 CHF | 25'000 | 25'000 | 25'232 | 25'000 | 63'576 CHF | 63'408 CHF | 99.55% | 99.55% |
26.11.2024 | 0.58% | 2.50 CHF | 2.52 CHF | 25'000 | 25'000 | 25'915 | 25'000 | 65'339 CHF | 63'431 CHF | 100.00% | 100.00% |
25.11.2024 | 0.54% | 2.59 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'868 CHF | 66'225 CHF | 100.00% | 100.00% |
22.11.2024 | 0.66% | 2.63 CHF | 2.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'117 CHF | 65'549 CHF | 100.00% | 100.00% |
20.11.2024 | 0.58% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'924 CHF | 65'305 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 2.57 CHF | 2.58 CHF | 25'000 | 25'000 | 25'021 | 25'000 | 63'650 CHF | 63'984 CHF | 100.00% | 100.00% |