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 | 0.39% | 2.55 CHF | 2.56 CHF | 48'000 | 48'000 | 48'158 | 48'158 | 124'095 CHF | 124'576 CHF | 100.00% | 100.00% |
02.12.2024 | 0.36% | 2.69 CHF | 2.70 CHF | 49'000 | 49'000 | 49'969 | 49'969 | 139'040 CHF | 139'540 CHF | 100.00% | 100.00% |
29.11.2024 | 0.35% | 2.70 CHF | 2.71 CHF | 49'000 | 49'000 | 49'910 | 49'910 | 141'890 CHF | 142'390 CHF | 100.00% | 100.00% |
28.11.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 140'147 CHF | 140'647 CHF | 98.70% | 98.70% |
27.11.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 150'779 CHF | 151'289 CHF | 100.00% | 100.00% |
26.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 50'000 | 50'000 | 50'006 | 50'006 | 142'833 CHF | 143'333 CHF | 100.00% | 100.00% |
25.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 50'000 | 50'000 | 49'887 | 49'887 | 138'675 CHF | 139'175 CHF | 100.00% | 100.00% |
22.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 50'000 | 50'000 | 50'465 | 50'465 | 145'373 CHF | 145'878 CHF | 100.00% | 100.00% |
20.11.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 104'000 | 104'000 | 102'740 | 102'740 | 312'354 CHF | 313'382 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 103'000 | 103'000 | 102'766 | 102'766 | 310'957 CHF | 311'984 CHF | 100.00% | 100.00% |